Question: Let X 1 , X 2 , X 3 , be independent random variables, where X n Bernoulli (1 n) for n =

Let X1, X2, X3, ⋯ be independent random variables, where Xn ∼ Bernoulli (1 n) for n = 2, 3,⋯. The goal here is to check whether Xn a.s.→ 0.

1. Check thatx= P(|X| > ) = . n=1

2. Show that the sequence X1, X2, . . . does not converge to 0 almost surely using Theorem 7.6Theorem 7.6 Consider the sequence X, X2, X3, .... For any e > 0, define the set of events Am = {Xn X <  for

x= P(|X| > ) = . n=1

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1 We first note that for 0 1 we have 2 To use Theorem 76 we define Note that for 0 1 we hav... View full answer

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