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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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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


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?



