Question: Optional stopping theorem Definition 3. Given a stochastic process {X0, X1,..., }, a non-negative integer-valued random variable T is called a stopping time if for

Optional stopping theorem Definition 3. Given a stochastic process {X0, X1,...,

Optional stopping theorem Definition 3. Given a stochastic process {X0, X1,..., }, a non-negative integer-valued random variable T is called a stopping time if for every integer k > 0, the event T 0 with P(T 0, the event T 0 with P(T

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