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
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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