=+ (b) Construct independent, nonnegative X ,, such that EX ,, converges with probability 1 but LE[
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(b) Construct independent, nonnegative X ,, such that EX ,, converges with probability 1 but LE[ X ,, ] diverges. For an extreme example, arrange that P[X]>0 i.o.]=0 but E[X]=œ.
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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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