Almost-sure limit of independent random variables is constant

ID: almost-sure-limit-of-independent-random-variables-is-constant

If independent random variables converge almost surely to a finite , then is measurable for the tail sigma-algebra. The Kolmogorov zero-one law forces every rational threshold event for that limit to have probability zero or one. A real-valued probability distribution with this property is a point mass, so is almost surely constant. Consequently the Second Borel-Cantelli lemma upgrades almost sure convergence of independent sequences to complete convergence.

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