UniformlyLet $\{X_i\}$ be a uniformly bounded sequence {X_i} of independent random variables thenvariables. Does $\sum_{i=1}^{\infty}X_i-E[X_i]$ converges or diverges, depending on whether $\sum_{i=1}^{\infty}\sigma_i^{2}$ converges or diverges? I
I have looked evereywhereeverywhere for a proof with little success. Can someone provide a reference or a proof? Thank you.