Lecture

Convergence of Random Variables

In course

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Description

This lecture covers the convergence of random variables, including modes such as almost sure convergence, mean square convergence, convergence in probability, and convergence in distribution. The relationships between these modes are explored, along with examples illustrating each type of convergence.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_y8dhfycw

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Analysis: Functional analysis

Probability theory: Topics in probability theory

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