=+20.19. Let A ,., () = [IZ, - Z|
Question:
=+20.19. Let A ,., (€) = [IZ, - Z|<€, n ≤ k ≤m]. Show that Z ,, - Z with probability 1 if and only if lim ,, lim ,, P(A ,.. (€)) = 1 for all positive
e, whereas Z ,, - +p Z if and only if lim ,, P( A ,,., (€)) = 1 for all positive €.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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