Assume that two sequences of random variables Xn and Yn, which converge in mean square to the random variables X and Y, respectively. = a. Let Vn aXn and Wn - BYn. Do the sequences {Vn} and {Wn} converge individually in mean square? Either prove that they always converge in mean- square sense and provide the limit, or find counter- examples that show that they do not always converge in mean-square sense. b. Let us construct a sequence Un = aXn + BYn. Does the sequence Un converge in mean square sense? Either prove that it always converges in mean-square sense and provide the limit, or find a counter- example that shows that it does not always converge in mean-square sense.

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