Question: 1.*10. Define a sequence of r.v.'s {Y n, n E NO} as follows: Yo = 0, Yn+1 = (Yn +Xn+d+, n E NO, where {Xn,

1.*10. Define a sequence of r.v.'s {Y n, n E NO} as follows:

Yo = 0, Yn+1

= (Yn +Xn+d+, n E NO, where {Xn, n E N} is a stationary independent sequence. Prove that for each n, Y nand M n have the same distribution. [This approach is useful in queuing theory.]

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