Home » Uncategorized » Exercise in Probability Theory

Exercise in Probability Theory


Let X₁,X₂,… be i.i.d. and not ≡0. If E|X₁|<∞, show that, with probability 1, we have

limsup_{n→∞}|X_{n}|^{1/n}=1

Share your idea(s), solution(s), and comment(s)