From Williams' Probability w/ Martingales:
How does the conclusion follow?
Guess 1:
$E[\sum (\frac{S_n}{n})^4] < \infty$
$\to \sum (\frac{S_n}{n})^4 < \infty$ a.s.
$\to \lim_{n \to \infty} (\frac{S_n}{n})^4 = 0$ a.s.
$\to \lim_{n \to \infty} (\frac{S_n}{n}) = 0$ a.s.?
So $\lim_{n \to \infty} a_n^4 = 0 \to \lim_{n \to \infty} a_n = 0$ ?
Guess 2:
$E[\sum (\frac{S_n}{n})^4] < \infty$
$\to E[\sum (\frac{S_n}{n})] < \infty$
$\to \sum (\frac{S_n}{n}) < \infty$ a.s.
$\to \lim (\frac{S_n}{n}) = 0$ a.s.
Any of those right? If not, how else can I approach this?
Based on Shalop's comments:
Guess 1 is correct because $\lim_{n \to \infty} a_n^4 = (\lim_{n \to \infty} a_n)^4$ because $f(x) = x^4$ is continuous.
Guess 2 is wrong: While $E[X^4] < \infty \to E[|X|] < \infty \to E[X] < \infty$ is true, it is not applicable.
Guess 2 mixes up $\sum (\frac{S_n}{n})^4$ and $(\sum \frac{S_n}{n})^4$