25.6 Let X = (Xn)nzo be a submartingale. Show that if is convex and nondecreasing on R and if y(Xn) is integrable for each n, then Yn = 4(Xn) is also a submartingale.
25.6 Let X = (Xn)nzo be a submartingale. Show that if is convex and nondecreasing on R and if y(Xn) is integrable for each n, then Yn = 4(Xn) is also a submartingale.
Chapter3: Functions
Section3.3: Rates Of Change And Behavior Of Graphs
Problem 2SE: If a functionfis increasing on (a,b) and decreasing on (b,c) , then what can be said about the local...
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Transcribed Image Text:25.6 Let X = (Xn)nzo be a submartingale. Show that if is convex and
nondecreasing on R and if y(Xn) is integrable for each n, then Yn = 4(Xn)
is also a submartingale.
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