B2.12

Probability and Measure | Part II, 2002

Let (Xn)\left(X_{n}\right) be a sequence of non-negative random variables on a common probability space with EXn⩽1\mathbb{E} X_{n} \leqslant 1, such that Xn→0X_{n} \rightarrow 0 almost surely. Determine which of the following statements are necessarily true, justifying your answers carefully: (a) P(Xn⩾1)→0\mathbb{P}\left(X_{n} \geqslant 1\right) \rightarrow 0 as n→∞n \rightarrow \infty; (b) EXn→0\mathbb{E} X_{n} \rightarrow 0 as n→∞n \rightarrow \infty; (c) E(sin⁡(Xn))→0\mathbb{E}\left(\sin \left(X_{n}\right)\right) \rightarrow 0 as n→∞n \rightarrow \infty; (d) E(Xn)→0\mathbb{E}\left(\sqrt{X_{n}}\right) \rightarrow 0 as n→∞n \rightarrow \infty.

[Standard limit theorems for integrals, and results about uniform integrability, may be used without proof provided that they are clearly stated.]

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