 Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2010/m/3/a/solution

for every ε > 0, P (∣ Z_{n} - Z ∣ > ε) ⟶ 0 (n \to \infty) .

The variables are defined on a common probability space so that these difference events make sense.

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