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Convergence in Lp from convergence in probability and an Lr bound
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Mathematics
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Probability and statistics
Probability theory
Convergence of random variables
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Words: 38
If
X
n
→
X
in probability and
sup
n
∥
X
n
∥
r
<
∞
, then
X
n
→
X
in
L
p
for every
1
≤
p
<
r
. The
L
r
bound gives uniform integrability of the
p
th powers, while convergence in probability controls their bounded part.
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Convergence of random variables
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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