Show that the complement Ac of the set A of (pointwise) convergence of a sequence of r.v.s

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Show that the complement Ac of the set A of (pointwise) convergence of a sequence of r.v.s {Xn}, n ( 1, is expressed as follows: Ac = {(((; limn†’( inf Xn(() ( r

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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 03:22 AM

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Show that the complement Ac of the set A of (pointwise) convergence of a sequence of r.v.s

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r,s

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Clearly A lim inf n X n lim sup n X n so that A c lim inf n X n lim sup n X n Thus we have to s...View the full answer

An Introduction to Measure Theoretic Probability

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