Question: Is it true? (Prove if yes, find a counterexample if no) (The statement is: If a sequence of random variables (Xn) is Cauchy convergent in

Is it true? (Prove if "yes", find a counterexample if "no") (The statement is: "If a sequence of random variables (Xn) is Cauchy convergent in probability then there exists a real number a such that Xn a in probability.")

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