Past exam of the mathematics course of the University of Cambridge 2007 ii Paper 2 25J c Solution Created 2026-09-24 Updated 2026-10-14
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.