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Topic: could anyone give me a counterexample of a random sequence being
almost sure convergent but not convergent in mean square sense?

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workaholic

Posts: 51
Registered: 4/21/08
could anyone give me a counterexample of a random sequence being
almost sure convergent but not convergent in mean square sense?

Posted: May 3, 2012 5:18 PM
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In the random process, it is known that almost sure convergence and mean square convergence does not imply each other. But intuitively, being almost sure convergent is a very strong sense. Could anyone provide an example of a random sequence being almost sure convergent but not convergent in mean square sense?



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