[機統] 高等機率問題(大數法則)

[candle999 (candle0918)]

是鍾開萊a course in probability 那本習題P137 ex6

Show that let E(X_1)=0 and {c_n} be bounded sequence of real numbers.
Then        n
           ____
       1   \    c_j  X_j  --->   0   a.e.
      --   /___
       n    j=1


Hint : turncate X_n at n and proceed as in thm 5.4.2

Thm5.4.2 let {X_n} be a sequence of independent and indentically distribution
         r.v.'s Then we have E(|X_1|) < infinite
                               implies E(X_1) a.e. ,



關鍵差別在多乘了一個有界的sequence


懇求高人指點!!

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