0
$\begingroup$

I need to prove that $S_n := \frac{1}{n}(X_1X_2 + X_2X_3 +...+X_nX_{n+1})$, where $X_k$ are rvs independtly Poisson distributed with parameter $\lambda = 2$ for any natural $k$, converges almost surely.

I proved that this sequence converges in probability to 4 because of The Weak Law of Large Numbers. But I'm struggling with a.s. convergence. I thought about Kolmogorov 0-1 theorem but it leads me nowhere.

$\endgroup$
  • 2
    $\begingroup$ Maybe try splitting $S_n$ into two sums of even and odd terms, then apply SLLN to each? $\endgroup$ – Mike Earnest Aug 23 '18 at 17:29
  • $\begingroup$ @MikeEarnest Yes, that was the key. Thanks for help $\endgroup$ – treskov Aug 23 '18 at 17:45

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.