EE226a - Summary of Lecture 25 Convergence
نویسنده
چکیده
Our objective is to give you a sense for the concepts of convergence of random variables. The ideas are subtle but it important to understand them. The key results in probability are convergence results. It turns out that we need a few preliminaries before we can go anywhere with this topics. We review them in Section III. With these ideas out of the way, we define the different notions of convergence in Section IV. We illustrate these notions on some representative examples in Section V. In Section VI we clarify the relationships between the different modes of convergence. Finally, in Section VII, we discuss some results that lead to the all-important strong law of large numbers. We believe that the intermediate steps are useful to clarify the notions of convergence. This is a difficult lecture; we hope we can help you understand these very neat ideas.
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