(All Steps) Let (X_n) be i.i.d. with
Question: Let \(\left(X_{n}\right)\) be i.i.d. with \(E\left|X_{1}\right|<\infty\). Let \(M_{n}=\max \left(X_{1}, \ldots, X_{n}\right)\). Prove that \(n^{-1} M_{n} \rightarrow 0\) a.s.
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