1 Conditional Expectation and Total Expectation There are conditional expectations, just as there are conditional probabilities. If R is a random variable and e is an event, then the conditional expectation Ex(r e)is defined
Ch. 22 Unit root in Vector Time series 1 Multivariate Wiener Processes and multivari- ate FCLT Section 2.1 of Chapter 21 described univariate standard Brownian motion W(r) as a scalar continuous-time process(W: rE0, 1-R). The variable W(r) has a N(O, r)distribution across realization, and for any given realization, w(r) is continuous function of the date r with independent increments. If a set of k such independent processes, denoted
Ohm's law states that voltage across many types of conducting materials is directly proportional to the current flowing through the material. U= Ri or R= i R--resis tance()( linear resistor) The resistor is a passive element that cannot deliver power or store energy