ECE 534

Spring 2016

Homework Assignment 2
Due Date: Thursday, February 17 (in class)
Reading: Chapter 2 of text and the solutions to the even numbered problems of Chapter 2 given at the
end of the book. Also, if you are not comfortable with convergence of deterministic sequences, review
your favorite undergraduate textbook on the topic, and make sure you can solve Problems 2.1 - 2.5 of
Chapter 2.
In each of the first five questions, you are asked a question about the convergence of a sequence of
random variables. If you say yes, provide a proof and the limiting random variable. If you say no,
disprove or provide a counterexample.
1. Let A1 , A2 , . . . be a sequence of independent events such that P(An ) 1 as n . Now define
a sequence of random variables Xn = 11An , n = 1, 2, . . ..
Does Xn converge in probability as n ?
m.s.

2. Suppose Xn X as n and E[Xn4 ] < for all n.

Does Xn2 necessarily converge in mean square as n ?
3. Suppose X Unif[1, 1] and Xn = X n .
Does Xn converge almost surely as n ?
d.

4. Suppose Xn X, and an is a deterministic sequence such that an a as n .

Does Xn + an necessarily converge in distribution as n ? (Hint: Characteristic functions.)
5. Consider the sequence of random variables
Xn = (1)n X +

1
,
n

n1

where X Unif[1, 1]
(a) Does {Xn } converge in distribution as n ?
(b) Does {Xn } converge in probability as n ?
6. Problem 2.9.
7. Problem 2.11.
8. Problem 2.15.
9. Problem 2.21. Note: In problem 2.21(c), if there is not enough information to answer whether
certain forms of convergence take place or not, you can say so.

c
V.
V. Veeravalli, 2016