Let (Ω,F,P) be a probability space. Show that for any sequence An∈F satisfying ∑n=1∞P(An)<∞ one necessarily has P(limsupAnAn)=0.
Let (Xn:n∈N) and X be random variables defined on (Ω,F,P). Show that Xn→X almost surely as n→∞ implies that Xn→X in probability as n→∞.
Show that Xn→X in probability as n→∞ if and only if for every subsequence Xn(k) there exists a further subsequence Xn(k(r)) such that Xn(k(r))→X almost surely as r→∞.