=+22.3. 1 (a) Generalize the Borel-Cantelli lemmas: Suppose X ,, are nonnegative If LE[ X ,, ]
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=+22.3. 1
(a) Generalize the Borel-Cantelli lemmas: Suppose X ,, are nonnegative If LE[ X ,, ] <@, then EX ,, converges with probability 1. If the X ,, are indepen-
dent and uniformly bounded, and if LE[X ,, ] =", then EX ,, diverges with probability 1.
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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