Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-201/6/c/ii/solution
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 201 6 c ii Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
Take and . Then , so is uniformly integrable and almost surely by the Borel-Cantelli lemmas. Independence and giveBut the independent events have divergent probability sum, so the second Borel-Cantelli lemma makes them occur infinitely often. Thus these conditional expectations do not converge almost surely to zero.
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