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Convergence of random variables
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Words: 329
Articles: 13
The main modes include almost-sure convergence, convergence in probability, convergence in
L
p
, and convergence in distribution.
Table of contents
329
13
Convergence in distribution
Convergence of random variables
44
Almost sure convergence
Convergence of random variables
33
1
Strong law of large numbers
Almost sure convergence
12
Cramer-Wold theorem
Convergence of random variables
36
Convergence in probability
Convergence of random variables
82
3
Bounded-metric characterization of convergence in probability
Convergence in probability
23
Almost-sure subsequence from convergence in probability
Convergence in probability
21
Independent rare-event counterexample to almost-sure convergence
Convergence in probability
23
Convergence in Lp from convergence in probability and an Lr bound
Convergence of random variables
38
Central limit theorem
Convergence of random variables
56
2
Self-normalized central limit theorem with a second-moment denominator
Central limit theorem
37
Multivariate central limit theorem
Central limit theorem
19
Poisson limit theorem
Convergence of random variables
23
Ancestors
(5)
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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