Pointwise properties of convergence in probability (Q1061411)
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Pointwise properties of convergence in probability (English)
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1985
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If a sequence of random variables \(X_ n\) converges to X in probability we know little about the pointwise behavior of \(X_ n(\omega)\). In this note we show that if \(X_ n\) converges to X quickly enough (for example, like \(n^{-\alpha}\) for \(\alpha >0)\) then, for almost all \(\omega\), \(X_ n(\omega)\) converges to X(\(\omega)\) outside a set of density zero.
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pointwise behavior
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