Question: 1.*4. Let Sn and N(t) be as m Theorem 5.5.2. Show that 00 e?{N(t)} = Lq>{Sn ~ t}. n=l 'IliiS remams true If X 1

1.*4. Let Sn and N(t) be as m Theorem 5.5.2. Show that 00 e?{N(t)} = Lq>{Sn ~ t}.

n=l

'IliiS remams true If X 1 takes both pOSItIve and negatIve values.

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