Let (Xn) be a sequence of non-negative random variables on a common probability space with EXn⩽1, such that Xn→0 almost surely. Determine which of the following statements are necessarily true, justifying your answers carefully: (a) P(Xn⩾1)→0 as n→∞; (b) EXn→0 as n→∞; (c) E(sin(Xn))→0 as n→∞; (d) E(Xn)→0 as n→∞.
[Standard limit theorems for integrals, and results about uniform integrability, may be used without proof provided that they are clearly stated.]