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GATE 2022 ST – Question 45

Convergence of Random Variables · Modes of Convergence · 2 marks · Multiple select

X_n are independent exponential variables of mean 1/2. “i.o.” means infinitely often. Which hold?

  1. P({X_n>(ε/2)ln n} i.o.)=1 for 0<ε≤1.
  2. P({X_n<(ε/2)ln n} i.o.)=1 for 0<ε≤1.
  3. P({X_n>(ε/2)ln n} i.o.)=1 for ε>1.
  4. P({X_n<(ε/2)ln n} i.o.)=1 for ε>1.

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Show answer and explanation

Correct answer: (A) P({X_n>(ε/2)ln n} i.o.)=1 for 0<ε≤1.; (B) P({X_n<(ε/2)ln n} i.o.)=1 for 0<ε≤1.; (D) P({X_n<(ε/2)ln n} i.o.)=1 for ε>1.

Explanation

The upper-event probability is n^(−ε). Its series diverges for ε≤1 and converges for ε>1;independence and the two Borel–Cantelli lemmas prove A and refute C. Lower-event probabilities are 1−n^(−ε);their series diverges for every ε>0 and they are independent,proving B,D. **A,B,D**.

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