Lecture

Convergence of Random Variables

In course

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Description

This lecture covers various types of convergence of sequences of random variables, including convergence in quadratic mean, convergence in probability, and almost sure convergence. The instructor explains the definitions and properties of each type of convergence, highlighting the relation between quadratic convergence and convergence in probability. The lecture also presents a proposition regarding the convergence of a sequence of random variables towards a specific value.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_q8fx74j6

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Ontological neighbourhood

Mathematics

Probability theory: Topics in probability theory

Statistics

Statistical inference: Mathematical statistics

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