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The plot of a convergent sequence {a n} is shown in blue. Here, one can see that the sequence is converging to the limit 0 as n increases. In the real numbers, a number is the limit of the sequence (), if the numbers in the sequence become closer and closer to , and not to any other number.
In probability theory, Kolmogorov's Three-Series Theorem, named after Andrey Kolmogorov, gives a criterion for the almost sure convergence of an infinite series of random variables in terms of the convergence of three different series involving properties of their probability distributions.
It states that for a converging sequence the sequence of the arithmetic means of its first members converges against the same limit as the original sequence, that is () with implies (+ +) / . [ 1 ] [ 2 ] The theorem was found by Cauchy in 1821, [ 1 ] subsequently a number of related and generalized results were published, in particular by Otto ...
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.
Absolute convergence implies Cauchy convergence of the sequence of partial sums (by the triangle inequality), which in turn implies absolute convergence of some grouping (not reordering). The sequence of partial sums obtained by grouping is a subsequence of the partial sums of the original series.
The Cauchy product may apply to infinite series [1] [2] or power series. [3] [4] When people apply it to finite sequences [5] or finite series, that can be seen merely as a particular case of a product of series with a finite number of non-zero coefficients (see discrete convolution). Convergence issues are discussed in the next section.
The staggered geometric progression () =,,,,, …, / ⌊ ⌋, …, using the floor function ⌊ ⌋ that gives the largest integer that is less than or equal to , converges R-linearly to 0 with rate 1/2, but it does not converge Q-linearly; see the second plot of the figure below. The defining Q-linear convergence limits do not exist for this ...
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 ...