8.4 Let X¿ denote a standard (one-dimensional) Brownian motion. Find the following probabilities. Give your answers as rational numbers or decimals to at least three places. 196 Introduction to Stochastic Processes (a) X₂ > 2 (b) X₂ > X₁ (c) X₂ > X₁ > X3 (d) X₁ = 0 for some t with 2 ≤ t ≤ 3 (e) Xt < 4 for all t with 0 < t <3 (f) Xt> 0 for all t > 10.
8.4 Let X¿ denote a standard (one-dimensional) Brownian motion. Find the following probabilities. Give your answers as rational numbers or decimals to at least three places. 196 Introduction to Stochastic Processes (a) X₂ > 2 (b) X₂ > X₁ (c) X₂ > X₁ > X3 (d) X₁ = 0 for some t with 2 ≤ t ≤ 3 (e) Xt < 4 for all t with 0 < t <3 (f) Xt> 0 for all t > 10.
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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