Search results
Results from the WOW.Com Content Network
If X n converges in probability to X, and if P(| X n | ≤ b) = 1 for all n and some b, then X n converges in rth mean to X for all r ≥ 1. In other words, if X n converges in probability to X and all random variables X n are almost surely bounded above and below, then X n converges to X also in any rth mean. [10] Almost sure representation ...
A series is convergent (or converges) if and only if the sequence (,,, … ) {\displaystyle (S_{1},S_{2},S_{3},\dots )} of its partial sums tends to a limit ; that means that, when adding one a k {\displaystyle a_{k}} after the other in the order given by the indices , one gets partial sums that become closer and closer to a given number.
This article is supplemental for “Convergence of random variables” and provides proofs for selected results. Several results will be established using the portmanteau lemma: A sequence {X n} converges in distribution to X if and only if any of the following conditions are met:
(1) converges if and only if there is a sequence of positive numbers and a real number c > 0 such that (/ +) +. (2) diverges if and only if there is a sequence ...
A sequence is convergent if and only if every subsequence is convergent. If every subsequence of a sequence has its own subsequence which converges to the same point, then the original sequence converges to that point. These properties are extensively used to prove limits, without the need to directly use the cumbersome formal definition.
For any real sequence , the above results on convergence imply that the infinite series ∑ k = 1 ∞ a k {\displaystyle \sum _{k=1}^{\infty }a_{k}} converges if and only if for every ε > 0 {\displaystyle \varepsilon >0} there is a number N , such that m ≥ n ≥ N imply
Convergence proof techniques are canonical patterns of mathematical proofs that sequences or functions converge to a finite limit when the argument tends to infinity.. There are many types of sequences and modes of convergence, and different proof techniques may be more appropriate than others for proving each type of convergence of each type of sequence.
converges. [2] [3] [4] ... converges whenever () is a decreasing sequence that tends to zero. To see that = is bounded, we can use the summation formula [6