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- Almost sure convergence : The probability that the given sequence of random variables converges is 1.
- Augustin-Louis Cauchy : (1789 – 1857) prominent French mathematician, one of the pioneers of rigor in mathematics and complex analysis.
- Bounded set : A set for which there is a constant C such that the norm of all elements in the set is less than C.
- Cauchy sequence : Sequence in which the distance between two elements becomes smaller and smaller.
- Closure (topology) : A set together with all its limit points.
- Complete metric space : Property of spaces in which every Cauchy sequence converges to an element of the space.
- Limit (mathematics) : Mathematical concept based on the idea of closeness, used mainly in studying the behaviour of functions close to values at which they are undefined.
- Limit of a function : Mathematical concept used to describe the behavior of a function as its argument either "gets close" to some point, or as it becomes arbitrarily large.
- Real number : A limit of the Cauchy sequence of rational numbers.
- Sequence : An enumerated list in mathematics; the elements of this list are usually referred as to the terms.
- Series (mathematics) : A sequence of numbers defined by the partial sums of another infinite sequence.