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Homework Statement
Given a sequence of independent random variables [itex]{X_n}[/itex], each one with distribution Exp(1). Show that [itex]Y_n = \displaystyle\frac{X_n}{\log(n)}[/itex] with [itex]n \geq 2[/itex] converges to 0 in probability but it doesn't coverges almost surely to 0.
Homework Equations
Density for each [itex]X_n[/itex] given by [itex]f(x_n) = e^{-x_n}[/itex] if [itex]x_n \geq 0[/itex] and 0 otherwise.
The Attempt at a Solution
Since [itex]\displaystyle\frac{e^{-x_n}}{\log(n)}[/itex] tends to 0 as [itex]n \rightarrow +\infty[/itex], given [itex]\epsilon > 0[/itex], then there's a [itex]N>0[/itex] such that if [itex]n>N[/itex] we have [itex]\displaystyle\frac{e^{-x_n}}{\log(n)} < \epsilon[/itex]. This implies that [itex]\displaystyle\lim_{n \to{+}\infty}{} P\{ |Y_n| < \epsilon \} = 1[/itex].
Now, what about almost surely convergence?.
I have to prove that [itex]P \{\displaystyle\lim_{n \to{+}\infty}{} {Y_n} = 0 \} \neq 1[/itex] but it seems to me that since [itex]\displaystyle\lim_{n \to{+}\infty}{} {Y_n} = 0[/itex] will follow that [itex]P \{\displaystyle\lim_{n \to{+}\infty}{} {Y_n} = 0 \} = 1[/itex] .