=+4.5. (a) Show that lim, P(lim inf, A ,, ( 42) = 0. Hint: Show that lim
Question:
=+4.5.
(a) Show that lim, P(lim inf, A ,, ( 42) = 0. Hint: Show that lim sup, liminf , A ,, 04% is empty.
Put A* = lim sup ,, A ,, and A, = liminf, A ...
(b) Show that P(A ,, - A*) -> 0 and P(A, - A.) -> 0.
(c) Show that A ,, - A (in the sense that A = A* = A, ) implies P(AA A ,, ) - 0.
(d) Suppose that A ,, converges to A in the weaker sense that P(AAA*) =
P(AAA,) -0 (which implies that P(A* - A, ) =0). Show that P(AAA,)-+0
(which implies that P(A,) - P(A)).
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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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