Kinds of convergence for sequences of random variables

This is a quick post on the different kinds of convergence that a sequence of random variable can have in a probability space. Let us suppose that we have a sequence of random variables , in a probability space .   is the probability space, is the σ-algebra of measurable sets and P is the probability measure. First of all, here’s a list of the … Continue reading Kinds of convergence for sequences of random variables