Question: 1.*3. Let {X j, j > I} be a sequence of independent, identically distributed r.v.'s with mean 0 and variance 1, and Sn = 2:j-l

1.*3. Let {X j, j > I} be a sequence of independent, identically distributed r.v.'s with mean 0 and variance 1, and Sn = 2:j-l Xj. Then 1.

Plim 00+11 |Sn(w)| n ! = 0} = 1.[HTh'T: Consider Snk+1 -Snk with nk ""' kk. A quick proof follows from Theorem 8.3.3 below.]

Plim 00+11 |Sn(w)| n ! = 0} = 1.

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