An Introduction to Probability

Fall 2013 Problem Set 10 Not graded.

[GS] G. Grimmett and D. Stirzaker, Probability and Random Processes, 3ed., Oxford. Homework problems. 1. Problem 7.2.1 in [GS]. Hint: For (a), write X = (X Xn ) + Xn and apply Minkowskis inequality. Similarly, apply Minkowskis inequality to Xn = (Xn X ) + X . Let n . 2. Problem 7.2.10 in [GS]. Hint: Just calculate! 3. Problem 7.3.12 in [GS]. Hint: For part (i), use the second part of Borel-Cantelli lemma (i.e., Theorem 10(b) in page 320). Let An = {Xn nc}, c > 0. For part (ii)(b), notice that Xn X0 + n a.s. by construction. 4. Problem 7.4.1 in [GS]. Hint: To show that almost sure converge does not happen you may use the second part of Borel-Cantelli lemma to argue that |Xi | i innitely often. 5. Problem 7.5.3 in [GS]. Hint: This is a direct consequence of the strong law. Your argument could be shorter than the problem itself!