Thursday, 26 July 2012

fa.functional analysis - Reducing limits to a canonical form

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:
    limntoinftyPr(|XnX|gee)=0

  • Almost sure convergence:
    Pr(limntoinftyXn=X)=1

After playing around with the figures, I got the following results.



  • Convergence in probability: foralle,d,n>N(e,d):difxgeetextwithp<d

  • Almost sure convergence: (foralle,n>N(e):difx<e)textwithp=1

  • Alternative form: (foralle,n>N(e):difxgee)textwithp=0

A few notes:



  1. Here difx means how far about points at this location are from the limit

  2. N(e,d) simply says that we can find a suitable value of N so that this holds which depends on e and d

  3. The differences between the two types seem more obvious in this form

So, my questions are:



  1. Is this correct?

  2. Have reductions into this kind of form been studied? If so, where can I learn more about this?

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