For a function g = R C, set Îg (u) = g(u + h) - g(u -
Question:
(i) Show that
(ii) From part (i), and by expanding f(t) around 0 up to terms of order 2n, obtain
(where o(t)/t = as t 0) so that
Part (i) is proved by induction in m. In the process of doing so, the relation
will be needed. In proving part (ii), the following relation is required (which you may use here without proof; see, however, the next exercise):
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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