Corrections and hints for Assignment 8:

PROBLEM 4: The sum in the integrand should run
up to k, rather than n, i.e.,

          ( u_1^2 + ... + u_k^2)^{-1/2}

PROBLEM 5b: Use Egorov's theorem.

PROBLEM 6: In order for minimimum to be attained by
a characteristic function, we should assume that the
measure satisfies the assumptions of the Intermediate
Value Theorem for measures (see Assignment 2, Problem 4).