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18-2Lecture18:October25Proof:Usethede nitionofXitogetE[XijZ1:::Zi�1]=E

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FrequentlyinapplicationswewillhaveA=f(Z1:::Zn),i.e...

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belowwillignoretheriskpremiumeffect.Thisassumption...

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HereisasimpleclassicaltheoremAcontinuousfunctionf:...

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specialcaseofourframeworkariseswhenthelowerboundof...

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524=0:1055ALTERNATIVESOLUTION:Asanextremeexample...

Nowwerecallsomepropertiesofsettheoreticoperations:Commutativity:E[F=F[

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2.Ifthecoinisnotfair,theprobabilitymeasurewillbedi...

**t=v'_{x':B|s'}Inthiscase,Tmustbe{x:B|s'}andthelaststepinthederivatio

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17 **&#x=B00;E[pv]&#x=B00;--E[Dyn_B(v)]Fromtheleft...

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ornotthereareguardsattheentrancehasnothingtodowith...

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Q jQj=jnjx jxj (22)Thesecondformisprobablyeasier...

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2kyxk2forallx2H[23].Inthiscase,F(RA)=fz2Hjf(z)=i...

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x:=y[i]Inthiscase,y[i]referstothe(i+1)'stelementof...

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intheothercategory.Inthiscase,thetwocategoriesares...

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