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 X_n are independent and that

n%=D1 8

Then show that

Converges a.s.

Use the Markov inequality, the special case of Theorem 6 in Chapter 6, and Theorem 11 here.

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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Question Posted: Mar 25, 2016 03:38 AM

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For n = 1,2,..., suppose that the r.v.s X n are independent and that Then show that

Question:

n%=D1 8

Step by Step Answer:

By setting Y n X n we will show that n 1 Y n converges as This is done by mean...View the full answer

An Introduction to Measure Theoretic Probability

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