I hope you might be able to help me with this question:
Suppose are independent, and in probability. Show that is almost surely a constant.
The hint I got was: Suppose that is not a constant almost surely. Can there be and with , such that P(X<a)>0 and P(X>b)>0 ? Now use independence of and X_n+1.
I really have no idea where to go with this so any help would be much appreciated! PS. Sorry about the bits not written out in Latex - it kept saying Latex compile error whenever I submitted them.