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(|Xn−X|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:
- Here difx 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