Take (W, A, P) = ((0, 1), B (0, 1) , l), l being the Lebesgue measure,
Question:
Then, as n†’¥, show that:
(as it should be, by Theorem 2, since 0 £ Xn £ 1 for all n, and the bounds are integrable).
Transcribed Image Text:
X 2n+1 = I0.4) X 2n+2 = 1},1)' %3D
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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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