Is this proof of almost sure convergence correct

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I have a sequence of random variables $X_i$ such that $P[X_n = 1 ] = frac1n$ and $P[X_n = 0 ] = 1 -frac1n$.



We can see that this sequence $X_i$ converges in probablity to the sequence $X = 0$ because $P[|X_n - 0| > epsilon] = P[X_i = 1] = frac1n $ and hence, $lim_n to infty P[|X_n - 0| > epsilon] = 0$



My attempt at almost sure convergence:



We have to prove/disprove that $P[lim_n to infty X_n = 0] = 1$. One way to look at this is: We have a sequence of random variables $X_n(omega)$ being generated by the Bernoulli distribution whose PMF is $(frac1n)^omega(fracn-1n)^1-omega$ where $omega$ can take values 0,1.



As $n to infty$, the chance of observing the 1's will reduce with n. However, we cannot for sure that we will always observe $X_n = 0$, no matter how large the n is. We can say, for sure, we will always observe $X_n = 0$ only if $n = infty$, otherwise there is always +ve chance that we can observe 1's. Hence the probability of the event $[lim_n to infty X_n = 0]$ is zero. Hence, the above sequence of random variables does not almost surely converge to $0$.



Is this argument correct? Are there more elegant arguments either to disprove or prove the almost sure convergence?







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    The proof is wrong since both almost sure divergence and almost sure convergence may occur. Additionally, the statement that $X_n = 0$ only if $n = infty$ is absurd since there is no $X_infty$ in the picture.
    – Did
    Aug 15 at 11:18














up vote
1
down vote

favorite












I have a sequence of random variables $X_i$ such that $P[X_n = 1 ] = frac1n$ and $P[X_n = 0 ] = 1 -frac1n$.



We can see that this sequence $X_i$ converges in probablity to the sequence $X = 0$ because $P[|X_n - 0| > epsilon] = P[X_i = 1] = frac1n $ and hence, $lim_n to infty P[|X_n - 0| > epsilon] = 0$



My attempt at almost sure convergence:



We have to prove/disprove that $P[lim_n to infty X_n = 0] = 1$. One way to look at this is: We have a sequence of random variables $X_n(omega)$ being generated by the Bernoulli distribution whose PMF is $(frac1n)^omega(fracn-1n)^1-omega$ where $omega$ can take values 0,1.



As $n to infty$, the chance of observing the 1's will reduce with n. However, we cannot for sure that we will always observe $X_n = 0$, no matter how large the n is. We can say, for sure, we will always observe $X_n = 0$ only if $n = infty$, otherwise there is always +ve chance that we can observe 1's. Hence the probability of the event $[lim_n to infty X_n = 0]$ is zero. Hence, the above sequence of random variables does not almost surely converge to $0$.



Is this argument correct? Are there more elegant arguments either to disprove or prove the almost sure convergence?







share|cite|improve this question


















  • 1




    The proof is wrong since both almost sure divergence and almost sure convergence may occur. Additionally, the statement that $X_n = 0$ only if $n = infty$ is absurd since there is no $X_infty$ in the picture.
    – Did
    Aug 15 at 11:18












up vote
1
down vote

favorite









up vote
1
down vote

favorite











I have a sequence of random variables $X_i$ such that $P[X_n = 1 ] = frac1n$ and $P[X_n = 0 ] = 1 -frac1n$.



We can see that this sequence $X_i$ converges in probablity to the sequence $X = 0$ because $P[|X_n - 0| > epsilon] = P[X_i = 1] = frac1n $ and hence, $lim_n to infty P[|X_n - 0| > epsilon] = 0$



My attempt at almost sure convergence:



We have to prove/disprove that $P[lim_n to infty X_n = 0] = 1$. One way to look at this is: We have a sequence of random variables $X_n(omega)$ being generated by the Bernoulli distribution whose PMF is $(frac1n)^omega(fracn-1n)^1-omega$ where $omega$ can take values 0,1.



As $n to infty$, the chance of observing the 1's will reduce with n. However, we cannot for sure that we will always observe $X_n = 0$, no matter how large the n is. We can say, for sure, we will always observe $X_n = 0$ only if $n = infty$, otherwise there is always +ve chance that we can observe 1's. Hence the probability of the event $[lim_n to infty X_n = 0]$ is zero. Hence, the above sequence of random variables does not almost surely converge to $0$.



Is this argument correct? Are there more elegant arguments either to disprove or prove the almost sure convergence?







share|cite|improve this question














I have a sequence of random variables $X_i$ such that $P[X_n = 1 ] = frac1n$ and $P[X_n = 0 ] = 1 -frac1n$.



We can see that this sequence $X_i$ converges in probablity to the sequence $X = 0$ because $P[|X_n - 0| > epsilon] = P[X_i = 1] = frac1n $ and hence, $lim_n to infty P[|X_n - 0| > epsilon] = 0$



My attempt at almost sure convergence:



We have to prove/disprove that $P[lim_n to infty X_n = 0] = 1$. One way to look at this is: We have a sequence of random variables $X_n(omega)$ being generated by the Bernoulli distribution whose PMF is $(frac1n)^omega(fracn-1n)^1-omega$ where $omega$ can take values 0,1.



As $n to infty$, the chance of observing the 1's will reduce with n. However, we cannot for sure that we will always observe $X_n = 0$, no matter how large the n is. We can say, for sure, we will always observe $X_n = 0$ only if $n = infty$, otherwise there is always +ve chance that we can observe 1's. Hence the probability of the event $[lim_n to infty X_n = 0]$ is zero. Hence, the above sequence of random variables does not almost surely converge to $0$.



Is this argument correct? Are there more elegant arguments either to disprove or prove the almost sure convergence?









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edited Aug 15 at 11:12









BCLC

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asked Aug 15 at 11:09









kasa

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  • 1




    The proof is wrong since both almost sure divergence and almost sure convergence may occur. Additionally, the statement that $X_n = 0$ only if $n = infty$ is absurd since there is no $X_infty$ in the picture.
    – Did
    Aug 15 at 11:18












  • 1




    The proof is wrong since both almost sure divergence and almost sure convergence may occur. Additionally, the statement that $X_n = 0$ only if $n = infty$ is absurd since there is no $X_infty$ in the picture.
    – Did
    Aug 15 at 11:18







1




1




The proof is wrong since both almost sure divergence and almost sure convergence may occur. Additionally, the statement that $X_n = 0$ only if $n = infty$ is absurd since there is no $X_infty$ in the picture.
– Did
Aug 15 at 11:18




The proof is wrong since both almost sure divergence and almost sure convergence may occur. Additionally, the statement that $X_n = 0$ only if $n = infty$ is absurd since there is no $X_infty$ in the picture.
– Did
Aug 15 at 11:18










1 Answer
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As already pointed out in the comments your argument is not valid. This sequence need not converge almost surely and, if $X_n$ is independent, then it does not converge almost surely. This is because $sum PX_n >frac 1 2 =sum frac 1 n =infty$. Apply Borel -Cantelli Lemma to conclude that $X_n$ converges to $0$ with probability $0$!.






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  • Can you please explain in detail how the Borel-Cantelli lemma is used here?
    – uniquesolution
    Aug 15 at 11:59










  • If $A_n$ is an independent sequence of events such that $sum P(A_n) =infty$ then infinitely many of the events occur with probability $1$. This is the second part of Borel-Cantelli Lemma (the first part dealing with the case when the sum is finite). In our case this means that $X_n >frac 1 2$ for infinitely many values of $n$, with probability $1$.
    – Kavi Rama Murthy
    Aug 15 at 12:02











  • Thank - you . !
    – uniquesolution
    Aug 15 at 12:06










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1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes








up vote
1
down vote



accepted










As already pointed out in the comments your argument is not valid. This sequence need not converge almost surely and, if $X_n$ is independent, then it does not converge almost surely. This is because $sum PX_n >frac 1 2 =sum frac 1 n =infty$. Apply Borel -Cantelli Lemma to conclude that $X_n$ converges to $0$ with probability $0$!.






share|cite|improve this answer




















  • Can you please explain in detail how the Borel-Cantelli lemma is used here?
    – uniquesolution
    Aug 15 at 11:59










  • If $A_n$ is an independent sequence of events such that $sum P(A_n) =infty$ then infinitely many of the events occur with probability $1$. This is the second part of Borel-Cantelli Lemma (the first part dealing with the case when the sum is finite). In our case this means that $X_n >frac 1 2$ for infinitely many values of $n$, with probability $1$.
    – Kavi Rama Murthy
    Aug 15 at 12:02











  • Thank - you . !
    – uniquesolution
    Aug 15 at 12:06














up vote
1
down vote



accepted










As already pointed out in the comments your argument is not valid. This sequence need not converge almost surely and, if $X_n$ is independent, then it does not converge almost surely. This is because $sum PX_n >frac 1 2 =sum frac 1 n =infty$. Apply Borel -Cantelli Lemma to conclude that $X_n$ converges to $0$ with probability $0$!.






share|cite|improve this answer




















  • Can you please explain in detail how the Borel-Cantelli lemma is used here?
    – uniquesolution
    Aug 15 at 11:59










  • If $A_n$ is an independent sequence of events such that $sum P(A_n) =infty$ then infinitely many of the events occur with probability $1$. This is the second part of Borel-Cantelli Lemma (the first part dealing with the case when the sum is finite). In our case this means that $X_n >frac 1 2$ for infinitely many values of $n$, with probability $1$.
    – Kavi Rama Murthy
    Aug 15 at 12:02











  • Thank - you . !
    – uniquesolution
    Aug 15 at 12:06












up vote
1
down vote



accepted







up vote
1
down vote



accepted






As already pointed out in the comments your argument is not valid. This sequence need not converge almost surely and, if $X_n$ is independent, then it does not converge almost surely. This is because $sum PX_n >frac 1 2 =sum frac 1 n =infty$. Apply Borel -Cantelli Lemma to conclude that $X_n$ converges to $0$ with probability $0$!.






share|cite|improve this answer












As already pointed out in the comments your argument is not valid. This sequence need not converge almost surely and, if $X_n$ is independent, then it does not converge almost surely. This is because $sum PX_n >frac 1 2 =sum frac 1 n =infty$. Apply Borel -Cantelli Lemma to conclude that $X_n$ converges to $0$ with probability $0$!.







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Aug 15 at 11:55









Kavi Rama Murthy

22.5k2933




22.5k2933











  • Can you please explain in detail how the Borel-Cantelli lemma is used here?
    – uniquesolution
    Aug 15 at 11:59










  • If $A_n$ is an independent sequence of events such that $sum P(A_n) =infty$ then infinitely many of the events occur with probability $1$. This is the second part of Borel-Cantelli Lemma (the first part dealing with the case when the sum is finite). In our case this means that $X_n >frac 1 2$ for infinitely many values of $n$, with probability $1$.
    – Kavi Rama Murthy
    Aug 15 at 12:02











  • Thank - you . !
    – uniquesolution
    Aug 15 at 12:06
















  • Can you please explain in detail how the Borel-Cantelli lemma is used here?
    – uniquesolution
    Aug 15 at 11:59










  • If $A_n$ is an independent sequence of events such that $sum P(A_n) =infty$ then infinitely many of the events occur with probability $1$. This is the second part of Borel-Cantelli Lemma (the first part dealing with the case when the sum is finite). In our case this means that $X_n >frac 1 2$ for infinitely many values of $n$, with probability $1$.
    – Kavi Rama Murthy
    Aug 15 at 12:02











  • Thank - you . !
    – uniquesolution
    Aug 15 at 12:06















Can you please explain in detail how the Borel-Cantelli lemma is used here?
– uniquesolution
Aug 15 at 11:59




Can you please explain in detail how the Borel-Cantelli lemma is used here?
– uniquesolution
Aug 15 at 11:59












If $A_n$ is an independent sequence of events such that $sum P(A_n) =infty$ then infinitely many of the events occur with probability $1$. This is the second part of Borel-Cantelli Lemma (the first part dealing with the case when the sum is finite). In our case this means that $X_n >frac 1 2$ for infinitely many values of $n$, with probability $1$.
– Kavi Rama Murthy
Aug 15 at 12:02





If $A_n$ is an independent sequence of events such that $sum P(A_n) =infty$ then infinitely many of the events occur with probability $1$. This is the second part of Borel-Cantelli Lemma (the first part dealing with the case when the sum is finite). In our case this means that $X_n >frac 1 2$ for infinitely many values of $n$, with probability $1$.
– Kavi Rama Murthy
Aug 15 at 12:02













Thank - you . !
– uniquesolution
Aug 15 at 12:06




Thank - you . !
– uniquesolution
Aug 15 at 12:06












 

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