Convergence concepts in probability MOC

Sure convergence

Sure convergence is pointwise convergence on real random variables. #m/def/prob Let 𝑋𝑖 :𝜉 →ℝ define a sequence of real random variables and 𝑋 :𝜉 →ℝ be a random variable. Then 𝑋∙ converges to 𝑋 surely iff for all 𝜔 ∈𝜉

lim𝑖→∞𝑋𝑖(𝜔)=𝑋(𝜔)


#state/tidy | #lang/en | #SemBr