Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2009/e/1/b/iii/solution

The set is countable, hence closed, and does not contain . Its complement is an open neighborhood of . Convergence therefore places every sufficiently late term outside , which is possible only if those terms equal . Thus the sequence is eventually constant at its limit, and the set of exceptional indices is finite. This conclusion concerns repeated indices as well as distinct values.

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