=+(iii) Show that the conclusion of (i) remains valid as m, n → without any restriction [Hint: Suppose otherwise. Then there is an  > 0 and a sequence

(mk, nk), k = 1, 2,..., such that |S−1 p − σ2| ≥  for (m, n)=(mk, nk), k =

1, 2,.... Without loss of generality, one may assume that mk/Nk → ρ ∈ [0, 1]

(otherwise choose a subsequence that has this property (using §1.5.1.4).]