Give an example of a sequence of random variables that converges almost surely but does not converge in L₁.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.1: Infinite Sequences And Summation Notation
Problem 72E
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Give an example of a sequence of random variables that converges almost surely but does
not converge in L₁.
Transcribed Image Text:Give an example of a sequence of random variables that converges almost surely but does not converge in L₁.
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