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Let Xl,X2,... be a sequence of independent random variables with n 2 I, with probability I /n2 with probability I I/n2 Let be the
Let Xl,X2,... be a sequence of independent random variables with n 2 I, with probability I /n2 with probability I I/n2 Let be the sum of the first n of the {Xi}. (a) Show that O for all I, 2 (b) Prove that, almost surely, (c) Prove that (Xn) converges to I almcy;t surely.
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