Question: =+j (Y +Z2) dP +'( 4) = | X, dP +0,( A), A = $1. Conclude that Y, + Z, = X ,, with probability
=+j (Y +Z2) dP +'( 4) = | X, dP +0,( A), A = $1.
Conclude that Y, + Z, = X ,, with probability 1. Since Y ,, converges to X„, Z, converges with probability 1 to some Z. Show that [ZdP ≤o.( A) for A € Sz, and conclude that Z = 0 with probability 1.
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