[機統] 高等機率問題(大數法則)
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
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1 \ c_j X_j ---> 0 a.e.
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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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