diff --git a/inputs/lecture_09.tex b/inputs/lecture_09.tex index 3b46ffb..bdcf4ab 100644 --- a/inputs/lecture_09.tex +++ b/inputs/lecture_09.tex @@ -99,7 +99,7 @@ characteristic functions of Fourier transforms. If $\mu$ and $\nu$ have Lebesgue densities $f_\mu$ and $f_\nu$, then the convolution has Lebesgue density \[ - f_{\mu \ast \nu}(x) \coloneqq + f_{\mu \ast \nu}(x) = \int_{\R^d} f_\mu(x - t) f_\nu(t) \lambda^d(\dif t). \] \end{fact} diff --git a/inputs/lecture_13.tex b/inputs/lecture_13.tex index 3363e22..ce293fc 100644 --- a/inputs/lecture_13.tex +++ b/inputs/lecture_13.tex @@ -274,13 +274,12 @@ We have shown, that $\mu_{n_k} \implies \mu$ along a subsequence. We still need to show that $\mu_n \implies \mu$. \begin{fact} Suppose $a_n$ is a bounded sequence in $\R$, - such that any subsequence has a subsequence - that converges to $a \in \R$. + such that any convergent subsequence converges to $a \in \R$. Then $a_n \to a$. \end{fact} -\begin{subproof} - \notes -\end{subproof} +% \begin{subproof} +% \notes +% \end{subproof} Assume that $\mu_n$ does not converge to $\mu$. By \autoref{lec10_thm1}, pick a continuity point $x_0$ of $F$, such that $F_n(x_0) \not\to F(x_0)$. @@ -292,6 +291,11 @@ which converges. $G_1, G_2, \ldots$ is a subsequence of $F_1, F_2,\ldots$. However $G_1, G_2, \ldots$ is not converging to $F$, as this would fail at $x_0$. This is a contradiction. +\end{refproof} +\begin{refproof}{genlevycontinuity} + % TODO TODO TODO + + \end{refproof} % IID is over now diff --git a/inputs/lecture_15.tex b/inputs/lecture_15.tex index 0638b64..8e5385a 100644 --- a/inputs/lecture_15.tex +++ b/inputs/lecture_15.tex @@ -183,9 +183,23 @@ Recall \bE(X Y | \cG) \le \bE(|X|^p | \cG)^{\frac{1}{p}} \bE(|Y|^q | \cG)^{\frac{1}{q}}. \] \end{theorem} -\begin{proof} - \todo{Exercise} -\end{proof} +% TODO +% \begin{proof} +% Take some $G \in \cG$. +% We first consider the case of $|X(\omega)|^p, |Y(\omega)|^p > 0$ +% a.s.~for $\omega \in G$. +% Then +% \begin{IEEEeqnarray*}{rCl} +% \int_G\frac{\bE[|XY| ~ |\cG]}% +% {\bE[\bE[|X|^p | \cG]^{\frac{1}{p}} \bE[|Y|^p| \cG]^{\frac{1}{q}}} +% \dif \bP +% &=& \int_G \frac{|X|}{\bE[|X|^p]^{\frac{1}{p}}} \frac{|Y|}{\bE[|Y|^q]^{\frac{1}{q}}} +% \dif \bP\\ +% &\le& \left(\int_G \frac{|X|^p}{\bE[|X|^p]} \dif \bP\right)^p +% \left(\int_G \frac{|Y|^q}{\bE[|Y|^q]} \dif \bP\right)^q\\ +% &=& \bE[\One_G] +% \end{IEEEeqnarray*} +% \end{proof} \begin{theorem}[Tower property] \label{ceprop10} diff --git a/inputs/lecture_20.tex b/inputs/lecture_20.tex index 0afefa6..63c197f 100644 --- a/inputs/lecture_20.tex +++ b/inputs/lecture_20.tex @@ -119,6 +119,42 @@ we need the following theorem, which we won't prove here: we get the convergence. \end{refproof} +\begin{example}+[\vocab{Branching Process}; Exercise 10.1, 12.4] + Let $(Y_{n,k})_{n \in \N_0, k \in \N}$ be i.i.d.~with values in $\N_0$ + such that $0 < \bE[Y_{n,k}] = m < \infty$. + Define + \[ + S_0 \coloneqq 1, S_n \coloneqq \sum_{k=1}^{S_{n-1}} Y_{n-1,k} + \] + and let $M_n \coloneqq \frac{S_n}{m^n}$. + $S_n$ models the size of a population. + + \begin{claim} + $M_n$ is a martingale. + \end{claim} + \begin{subproof} + We have + \begin{IEEEeqnarray*}{rCl} + \bE[M_{n+1} - M_n | \cF_n] + &=& \frac{1}{m^n} \left( \frac{1}{m}\sum_{k=1}^{S_{n}} \bE[X_{n,k}] - S_n\right)\\ + &=& \frac{1}{m^n}(S_n - S_n). + \end{IEEEeqnarray*} + \end{subproof} + + \begin{claim} + $(M_n)_{n \in \N}$ is bounded in $L^2$ iff $m > 1$. + \end{claim} + \todo{TODO} + \begin{claim} + If $m > 1$ and $M_n \to M_\infty$, + then + \[ + \Var(M_\infty) = \sigma^2(m(m-1))^{-1}. + \] + \end{claim} + \todo{TODO} +\end{example} + \subsection{Stopping Times} \begin{definition}[Stopping time]