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Q138Section III (Statistics)138 of 190

Kolmogorov's convergence theorem: summable variances force a.s. convergence

Let {Xn}\{X_n\} be a sequence of independent random variables such that E[Xn]=0E[X_n]=0 and Var⁡(Xn)=1n2\operatorname{Var}(X_n)=\dfrac1{n^2}, n=1,2,…n=1,2,\dots. Let E={ω∣∑nXn(ω) converges}E=\{\omega\mid\sum_nX_n(\omega)\text{ converges}\}. Then which of the following is always correct?

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