Question: 1. Prove that for every 0 < a < , there is a constant C (possibly depending on a but not on t) such
1. Prove that for every 0 < a < , there is a constant C (possibly depending on a but not on t) such that, for all t> 0, we have, P(|Z|>t) C exp(- at). Hint: square both sides, use Markov.
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