Question: Example 8.49 Let U be a random variable which takes the values 1 and 1, each with probability 1 2 . We define the sequence

Example 8.49 Let U be a random variable which takes the values −1 and 1, each with probability 1

2 . We define the sequence Z1, Z2, . . . by Zn =

(

U if n is odd,

−U if n is even.

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