Let and , , be two discrete-time Markov chains such that , for all . Let be a non-negative random variable in (T may depend on X and Y).
Is it true that ?
Good morning. Please can you help me to solve this exercise?. I must to use limiting distribution and change of variable. Thank you my friend.
Let Yn denote the nth order statistic, with Yn=qXn:n – ln(n), of a random sample X1,X2,…………..Xn from a exponential distribution Xi~exp(q). Find the limiting distribution of Yn.