Question: Please help with this question 2. Suppose (X,, n 2 1 ) are random variables on the probability space ($2, B, P) and define the

Please help with this question

2. Suppose (X,, n 2 1 ) are random variables on the probability space ($2, B, P) and define the induced random walk by n So = 0, Sn = EXi, 142 1. i=1 Let T := inf{n > 0 : Sn > 0} be the first upgoing ladder time. Prove t is a random variable. Assume we know t (w)

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