(Chow-Robbins) Let (21) be positive rva with lim Y,1,ac, and ( 21 positive constants with aaa1. For e>0 define N = N,- infiesa. Prove that PIN oo, lim, ay 1) 1 and, if E sup... Y. 0) is of interest in sequential analysis (Wald). Prove that T is a stopping variable with finite moments of all orders. Hint: P{T > m) P||S, - Sa- 0.