(i) If X n , n = 1, 2,¦, are independent r.v.s defined on the probability space...

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(i) IfXn,n= 1, 2,€¦, are independent r.v.s defined on the probability space (Ω,A,P), show that

a.s. Xn → 0 п>00

If and only if

(i) If Xn, n = 1, 2,..., are independent r.v.s

For every ε > 0.

(ii) Reconcile this result with the result in Exercise 4 in Chapter 3.

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