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10.6. (a).
X
2
o
1
1
P min{X, Y } > i = P {X > i}P {Y > i} =
= i
k
2
4
n
k=i+1
Thus
o
1
P min{X, Y } i = 1 i
4
n
(b).
P {X = Y } =
P {X = i, Y = i} =
i=1
P {X = i}P {Y = i} =
i=1
X
1
1
1
1
=
=
i
1
4
414
3
i=1
o 1
1
1 1
1 P {X = Y } =
1
=
2
2
3
3
(d).
n
[
X
X
1 1
P X devides Y } =
P
{X = i, Y = ij} =
2i 2ij
i=1
j=1
i=1 j=1
X
i=1
1
2i(1+i)
X 1
1
1
=
2
1 2i
2i 2i 1
i=1
(e)
P {X kY } =
X
i=1
2
21+k
X
X
1 1
1 1
=2
P {X ki, Y = i} =
j
i
2 2
2i 2ki
1
1 2(1+k)
i=1
i=1 j=ki
2
21+k
10.12.
P {An i.o.} = P
\
n=1 k=n
Notice that
P
[
k=n
Ak = lim P
n
Ak P (An )
1
[
k=n
Ak
Taking limsup on the both side (notice the limit exists on the left hand side by monotonicity),
[
lim P
Ak lim sup P (An )
n
k=n
10.13. Assume complete convergence. By the first part of Borel-Cantelli lemma (the
part does not need independence).
[
\
o
P |Xn X| > i.o. = P
{|Xk X| > } = 0
n=1 k=n
Or, equivalently,
P |Xn X| eventually = 1
Thus,
a.s.
Notice that > 0 can be arbitrarily small, letting 0+ on the right leads to
lim Xn = X
a.s.
()
On the other hand, assume (*) holds. By 0-1 law, X is equal to a constant almost
surely. Therefore, the sequence {Xn X} is independent.
For any > 0,
P
\
n=1 k=n
o
n
o
{|Xk X| > } = P |Xn X| > i.o. P lim Xn 6= X = 0
n
By the second part of Borel-Cantelli lemma (Here the independence is needed), we must
have
X
P {|Xn X| > } <
n=1
if p 1/2
=
X
P (Ak )
k=1
<
if p < 1/2
Fix k and write
Then
P (Ak ) = P {2k Tk 2k+1 k} =
2k+1
Xk
P {Tk = j}
j=2k
(k )
(2p)k <
k=1