# Question: a Prove that any sequence that converges in the mean

(a) Prove that any sequence that converges in the mean square sense must also converge in probability. Use Markov’s inequality.

(b) Prove by counterexample that convergence in probability does not necessarily imply convergence in the mean square sense.

(b) Prove by counterexample that convergence in probability does not necessarily imply convergence in the mean square sense.

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