real analysis
hint
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9 Let co , a, and 〈æ be the Banach spaces consisting of all complex sequences x={ i-1, 2, 3,...,...
Topology (b) Let S denote the subset of co consisting of sequences with rational entries of which at most finitely many are nonzero. (i) Show that S is dense in co with the sup norm. [Hint: Show that for every r E co and every ε > 0, there exists y S such that llx-yI100 < ε.j (ii) Conclude that (co, ll . 114) is separable (only quote relevant results) (iii) Show that the closed unit ball in (a-II ·...
Let X,, X,,... be independent and identically distributed (iid) with E X]< co. Let So 0, S,X, n 2 1 The process (S., n 0 is called a random walk process. ΣΧ be a random walk and let λ, i > 0, denote the probability 7.13. Let S," that a ladder height equals i-that is, λ,-Pfirst positive value of S" equals i]. (a) Show that if q, then λ¡ satisfies (b) If P(X = j)-%, j =-2,-1, 0, 1, 2,...