Question: (*) Prove Equation 17.21. Hint: write g0 = Pr(S = 0) as an infinite sum Pr P S Nr P n X r X X

(*) Prove Equation 17.21. Hint: write g0 = Pr(S = 0) as an infinite sum Pr P S Nr P n X r X X N n n

( = ) = = ( ) ( + + + = N = ) =

∞

0 0 ∑0 1 2  | and note that for a sum of positive-definite random variables to be zero, all of them must be simultaneously zero.

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