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(f) Xt> 0 for all t > 10.

(f) Xt> 0 for all t > 10.

A First Course in Probability (10th Edition)
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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8.4 Let X₁ 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) Xt = 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.
Transcribed Image Text:8.4 Let X₁ 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) Xt = 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.
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