Let X1, X2,...be a sequence of random variables. Suppose that Xn?a in probability for some a ? R. Show that (Xn) is Cauchy convergent in probability, that is, show that for all > 0 we have P(|Xn?Xm|> )?0 as n,m??.Is the converse true? (Prove if “yes”, find a counterexample if “no”)
Suppose that a sequence {Zn} satisfies Izn+1-Znl < 2-n for all n e N. Prove that {z.) is Cauchy. Is this result true under the condition Irn +1-Fml < rt Let xi = 1 and xn +1 = (Zn + 1)/3 for all n e N. Find the first five terms in this sequence. Use induction to show that rn > 1/2 for all n and find the limit N. Prove that this sequence is non-increasing, convergent,
Let (xn) be a bounded sequence of real numbers, and put u = lim supn→∞ xn . Let E be the set consisting of the limits of all convergent subsequences of (xn). Show that u ∈ E and that u = sup(E). Formulate and prove a similar result for lim infn→∞ xn . Thank you! 7. Let (Fm) be a bounded sequence of real numbers, and put u-lim supn→oorn . Let E be the set consisting of the limits of...
4. (20 pts) Let {xn} be a Cauchy sequence. Show that a) (5 pts) {xn} is bounded. Hint: See Lecture 4 notes b) (5 pts) {Jxn} is a Cauchy sequence. Hint: Use the following inequality ||x| - |y|| < |x - y|, for all x, y E R. _ subsequence of {xn} and xn c) (5 pts) If {xnk} is a See Lecture 4 notes. as k - oo, then xn OO as n»oo. Hint: > d) (5 pts) If...
1. Prove that if {xn} is a sequence that satisfies 2n² + 3 Xnl73 +5n2 + 3 + 1 for all n e N, then {xn} is Cauchy. . Use the definition of limit for a sequence to show that 2. Suppose that {Xn} converges to 1 as n xn +1-e, as nº n
Let the sequence X be defined recursively by x1 = 1 and Xn+1 = Xn + (-1)-1 for n 2 1. Then X n is a decreasing sequence. an increasing sequence. a Cauchy sequence either increasing or decreasing. QUESTION 12 Check if the following statement is true or false: COS n The sequence is divergent. True False
2. Let Xn, n > 1, be a sequence of independent r.v., and Øn (t) = E (eitX»), ER be their characteristic functions. Let Yn = {k=0 Xk, n > 0, X0 = 0, and 8. () = {1*: (),ER. k = 1 a) Let t be so that I1=1 løk (t)) > 0. Show that _exp{itYn} ?, n > 0, On (t) is a martingale with respect to Fn = (Xo, ...,Xn), n > 0, and sup, E (M,|2)...
1. Let Xn ER be a sequence of real numbers. (a) Prove that if Xn is an increasing sequence bounded above, that is, if for all n, xn < Xn+1 and there exists M E R such that for all n E N, Xn < M, then limny Xn = sup{Xnin EN}. (b) Prove that if Xn is a decreasing sequence bounded below, that is, if for all n, Xn+1 < xn and there exists M ER such that for...
2. Let {xn}nEN be a sequence in R converging to x 0. Show that the sequence R. Assume that x 0 and for each n є N, xn converges to 1. 3. Let A C R". Say that x E Rn is a limit point of A if every open ball around x contains a point y x such that y E A. Let K c Rn be a set such that every infinite subset of K has a limit...
13 14 Exercise 13: Let (xn) be a bounded sequence a S be the set of limit points of (n), i.e. S:{xER there exists a subsequence () s.t. lim } ko0 Show lim inf inf S n-o0 Hint: See lecture for proof lim sup Exercise 14: (Caesaro revisited) Let (x) be a convergent sequence. Let (yn) be the sequence given by Yn= n for all n E N. Show that lim sup y lim sup n n-+00 n o0