For n = 1,2,..., suppose that the r.v.s X n are independent and that Then show that
Question:
For n = 1,2,..., suppose that the r.v.s Xn are independent and that
Then show that
Converges a.s.
Use the Markov inequality, the special case of Theorem 6 in Chapter 6, and Theorem 11 here.
Transcribed Image Text:
n%=D1 8
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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