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STOCHASTIC

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Since Z"=o^( w »0 = 0 and/(«,«) = 0 the last expression is equal to<br />

« — 1 oo oo n — 1<br />

£6(iM) I t k £ ft(„,i) X t f(n,iflk\ = £ I,<br />

i=0 k=l fc = l i=0<br />

k f{n,i?lh\ = H t k b{n,i)f{n,iflk\<br />

= £ 1/*! £ t k b(n,i)f(n,iy<br />

k=\ i=0<br />

JAMES A. OHLSON<br />

Consider now Y*1=Q t k b(n,i)f(n,if = S(n,k). Applying the binomial expansion<br />

for/(n, i) k gives<br />

S(n,k) = "£t k b(n,i) I l k )fi k - j (i° 2 ) J (n-if +J<br />

>=o j=o\J/<br />

= ** I (^^-•'(^ 2 y "i*(».o(»-i-) t+j .<br />

j=0\J/ i=0<br />

Lengthy but straightforward induction will show that 6<br />

and since<br />

[=0 if k+j0 if/k+y=f|><br />

i( k )n k - J (W) j >0 and 7 = 0,1,...,*,<br />

.7 = 0 W/<br />

we have that S(n, k) = 0 if and only if 2k _ «. Consequently,<br />

and<br />

£(*- 1)" = t" l2 t)„ + higher powers of t = 0(?" /2 ), n = 4,6,...,<br />

£(jr-l) B = t in+l)/ \ + higher powers of? = 0(? ( " +1)/2 ),<br />

n = 3,5,..., with r\„ > 0.<br />

The condition JX > 0 is not crucial; for yu _ 0 the theorem still holds if we<br />

read 0(t") as "at least of order t n " for all odd n = 3. (For n = -f

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