grandes-ecoles 2020 Q10

grandes-ecoles · France · mines-ponts-maths2__mp_cpge Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties

Show that the series $\sum P \left( S _ { n } = 0 _ { d } \right)$ is divergent if and only if $P ( R \neq + \infty ) = 1$.

Show that the series $\sum P \left( S _ { n } = 0 _ { d } \right)$ is divergent if and only if $P ( R \neq + \infty ) = 1$.