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Q137Section III (Statistics)137 of 190

Almost-sure convergence does not imply mean-square convergence

Suppose {Xn}\{X_n\} is a sequence of random variables and X is a random variable such that P[lim⁡n→∞Xn=X]=1P\bigl[\lim_{n\to\infty}X_n=X\bigr]=1. Then which of the following may not hold?

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