B2.12
Let be a sequence of non-negative random variables on a common probability space with , such that almost surely. Determine which of the following statements are necessarily true, justifying your answers carefully: (a) as ; (b) as ; (c) as ; (d) as .
[Standard limit theorems for integrals, and results about uniform integrability, may be used without proof provided that they are clearly stated.]
Typos? Please submit corrections to this page on GitHub.