Question: Question 4 Let T E R and define for n E N: IIn := {t1, . .., tn} with 0 = t1 0 as n

Question 4 Let T E R and define for n E N: IIn := {t1, . .., tn} with 0 = t1 0 as n => co. Show that n-1 Xn = ((Wt; +1 - Wt; )" - (ti+1 - t;) ) Wt; -+ 0 L2 as n -> OO. Hint: Use a Lemma from the lecture as well as the identity: n n Var Ai = Var (Ai) + 2. > Cov ( Ai, Aj ) i=1 i

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