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Math Help - lim sup

  1. #1
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    Exclamation lim sup

    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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  2. #2
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    I suggest you have a look at this post...
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