Help: Exchange of limit and expectation
- From: "Yecloud" <yecloud@xxxxxxxxx>
- Date: 15 Jul 2006 07:01:17 -0700
Hi, all,
Please give me a help. If I have a sequence of random variables {X_n},
X_n>=0 and
if I know the limit of X_n and the limit of E(X_n) are bounded (where
E(X_n) is monotonically
increasing), what's the condition for lim(E(X_n))=E(lim(X_n))? or if it
always holds, how to
prove it?
Thanks a lot!
-Cloud
.
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