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P Cxg I T. Share your videos with friends, family, and the world. N T^ j Y Then the dominated convergence theorem implies that lim EX n T^ = E lim X n T = EX !1 n ^ T n !1 As n^T is a bounded stopping time, Part (2) implies that EX n^T = EX 0 Hence we conclude that EX T = EX 0 (4) Suppose that Xhas bounded increments, ie 9M>0 such that jX n1 X n j Mfor all n, and Tis a.

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