
6. Let si = 4 and sn +1 (sn +-) for n > 0. Prove lim n→oo sn exists and find limn-oo Sn. (Hint: First use induction to show sn 2 2 and the.show (sn) is decreasing)
Problem 2: Let pı .. .pn E Sn be a permutation, considered in its one-line notation. A descent in p is an index 1 < i S n 1 such that p, > Pi+1. How many permutations in Sn have exactly one descent?
a. 1 4. Let Sn =EX=1 Show that In(n+1) < Sn S 1+In n b. Show that {an} = {Sn - In n} Show that sequence {an} converges C.
Problem 2: Let pı .. .pn E Sn be a permutation, considered in its one-line notation. A descent in p is an index 1 < i S n 1 such that p, > Pi+1. How many permutations in Sn have exactly one descent?
Problem 2: Let pı .. .pn E Sn be a permutation, considered in its one-line notation. A descent in p is an index 1 Pi+1. How many permutations in Sn have exactly one descent?
Problem 5.4 (10 points) Let (Sn)n-01. be a simple, symmetric random walk with starting value So-s e R. (a) Show that ES for alln0 b) Show that ElSn+1 Sn] Sn for 0. (c)Suppose that (Sn)n-0,12,. . denotes the profit and loss from $1 bets of a gambler with initial capital So-s who is repeatedly playing a fair game with 50% chances to win or lose her stake. What are the interpretations of the results in (a) and (b)?
Problem 5.4...
Prove the following
Definition 6.6.1 (Subsequences). Let (an) =) and (bn), m=0 be sequences of real numbers. We say that (bn)is a subsequence of (an) a=iff there exists a function f :N + N which is strictly increasing (i.e., f(n + 1) > f(n) for all n EN) such that bn = f(n) for all n E N.
Let: BLATEAM or com Sn = (the nth partial sum) Using the integral test, find the smallest integer n such that the error s – Sn is at most 105 m-
2. (5 points) Let {sn}nen be a sequence. Let S be the set of subsequential limits of {Sn}nen, that is, x E S if and only if 3{Sn}ken subsequence of {Sn}nen such that limky Sny = x. Use the previous problem to show that inf S = lim inf sns sup S = lim sup sn.
Let Xi be iid with E(Xi) = 0 and Var(Xi) = 1 and let Sn = X1 + … + Xn. Consider the limiting behaviors of Sn/n and of Sn /n. Does either of these correspond to the LLN? to the CLT? Demonstrate using UNIF(–3, 3).
2. Let X1, X2, X3 ..., X, be iid b(1, p) random variables. Let Sn = 27-1Xthen prove that Sn-E(Sn) N(0,1) as n +00. (Sn)