Why doesn’t the Law of Large Numbers hold here

expectationlaw-of-large-numbersprobabilityprobability theory

This is from an old homework assignment of mine, which I've since turned in.

Say you have an independent sequence of R.V.s such that $\mathbb{P}(X_n= 2^n) = \frac{1}{2^n} = 1 – \mathbb{P}(X_n = 0)$. Show that:
$$\mathbb{E}[X_n] = 1$$
and moreover:
$$\frac{S_N}{N} \to 0$$
almost surely. Why doesn't this contradict the strong LLN?

Edit:
So it seems the variables are not identically distributed. How would I prove this (is it obvious/trivial)? Also I was unable to compute the expectation so assistance would that would be appreciated.

Best Answer

Proving $S_N/N\to 0$ can be done using the first Borel-Cantelli lemma. Since $\sum_n P(X_n\neq 0)=\sum (1/2)^n<\infty$, this Lemma implies that with probability one, there will be only finitely many $n$ for which $X_n \neq 0$. This means that the sequence $X_1,X_2,\dots$ is almost surely eventually constant $0$, which implies $S_N/N$ converges to $0$.

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