Almost sure convergence, convergence in probability and ...

The natural question to ask is what does convergence mean for random sequences. 5.1 Modes of convergence We start by defining different modes of convergence. Definition 5.1.1 (Convergence) • Almost sure convergence We say that the sequence {Xt} converges almost sure to µ, if there exists a set M ⊂ Ω, such that P(M) = 1 and for ................
................