Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ii/paper-2/25j/c/solution

Under complete convergence of random variables, for each integer the first Borel-Cantelli lemma gives . Intersecting these probability-one conclusions over the countably many shows that every tolerance is eventually satisfied. Therefore complete convergence implies almost sure convergence, without independence.

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