Use the natural filtration . Define the deterministic tail and put . This is nonnegative and integrable. Since ,
Thus the deterministic summable drift correction produces a nonnegative supermartingale. The almost sure supermartingale convergence theorem gives a finite limit almost surely. Its finiteness is also reflected in the bound and Fatou's lemma, which gives . The convergence theorem follows from the upcrossing argument: bounded expected negative parts of rule out infinitely many crossings of rational intervals, and the expectation bound excludes an infinite limit.
Since , the required conclusion is . The original sequence need not itself be a supermartingale; subtracting the vanishing deterministic tail recovers it from one that is.