Pointwise properties of convergence in probability

DOI10.1016/0167-7152(85)90063-XMaRDI QIDQ1061411zbMATH OpenFDO

Authors Robert Burton

Publication date 1985

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(85)90063-X

zbMATH Keywords

pointwise behavior

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Review text

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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Cited in

(2)

• Z-theorems: Limits of stochastic equations
• Finite Markov chain analysis of classical differential evolution algorithm

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