date: 2025-01-03

Let be a sequence of iid RVs with Let Then for any

Assume is countable is fixed Case 1: from Chebyshev’s inequality

Case II: Assume Let (to be fixed later) for each define pairs of RVs

Solving

Lemma

solving

Let ε

Chose large such that ε then for chose large such that ε

Claim

If this implies that

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