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