Let {Xn} be a sequence of random variables satisfying Xn <= Y a.s. for some Y with E[|Y|] < infinity. Show that

E(limsup Xn) as n -> infin >= lim sup E(Xn) as n -> infinity

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- September 27th 2008, 08:55 AM #1

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- September 27th 2008, 02:07 PM #2

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