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Almost-sure subsequence from convergence in probability
...
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Convergence of random variables
Convergence in probability
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Words: 21
From
X
n
→
X
in probability, choose
n
k
with
P
(
∣
X
n
k
−
X
∣
>
2
−
k
)
<
2
−
k
. The first Borel--Cantelli lemma then gives
X
n
k
→
X
almost surely.
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Convergence in probability
Convergence of random variables
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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