The arithmetic-geometric mean inequality gives , so . Hence has no finite limit.
For the example, take . Every term is positive and different from , and
The bounding geometric series converges, so the comparison test for series proves that the partial sums converge.
In general, if converges, the necessary condition for a convergent series gives . Since ,
Apply the Cesaro theorem for convergent sequences to these summands:
Equivalently, . The series of the differences may converge while the series of the positive sums still diverges linearly.
Write for the partial sum. Fix an integer . The tail-sum formula for expectation, applied to the nonnegative random variable , gives
because . The events are independent, so the second Borel--Cantelli lemma shows that infinitely often with probability one. Taking the countable intersection over yields
almost surely.
Now , and the triangle inequality gives
If the limit superior of were finite, the right-hand side would have finite limit superior, contradicting the preceding conclusion. Therefore
almost surely.