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:
    ${lim}_{n to infty } Pr(|X_n-X|
    ge e)=0$

  • 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:



  1. Here $dif_x$ 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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