I was having difficulty in understanding the difference between convergence in probability and almost sure convergence, so I decided to try to reduce them to some sort of canonical form.
- Convergence in probability:
${lim}_{n to infty } Pr(|X_n-X|
ge e)=0$ - Almost sure convergence:
$Pr({lim}_{n to infty} X_n=X)=1$
After playing around with the figures, I got the following results.
- Convergence in probability: $forall e, d, n>N(e,d): dif_x ge e text{ with } p < d $
- Almost sure convergence: ($forall e, n>N(e): dif_x < e) text{ with } p=1$
- Alternative form: ($forall e, n>N(e): dif_x ge e) text{ with } p=0$
A few notes:
- Here $dif_x$ means how far about points at this location are from the limit
- $N(e,d)$ simply says that we can find a suitable value of N so that this holds which depends on e and d
- The differences between the two types seem more obvious in this form
So, my questions are:
- Is this correct?
- Have reductions into this kind of form been studied? If so, where can I learn more about this?
No comments:
Post a Comment