Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2001/iii/paper-21/4/e/solution
Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 21 4 e Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
False. For every deterministic , Brownian scaling gives . In particular, for any ,independently of . Almost-sure convergence would imply convergence in probability, but these fixed positive tail probabilities rule out convergence in probability to zero. The square-root normalization retains fluctuations of order one.
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