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Given the law of the time change, to be specified later, we may access the return distribution of any portfolio with centered return begin{array}rcl@ widetilde{R}_{p} &=&a^{prime}widetilde{R}_{1} &=&d T-1)+sqrt{Tv}z d &=&d T-1ime}theta v &=&a^{prime}Sigma a end{array}.
We prove the following two theorems about convolutions.
Details will be specified later.
f and g will be specified later.
Furthermore,, and satisfy appropriate conditions which will be specified later.
f is a function to be specified later.
where M1 is a positive constant to be specified later.
The space (X_{alpha }) will be specified later.
; and are given functions to be specified later.
(19) Then (theta>1), which will be specified later.
The change specifies that the moving vehicle itself cannot be considered a threat.
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