Almost sure convergence: Difference between revisions
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'''Almost sure convergence''' is one of the | '''Almost sure convergence''' is one of the four main modes of [[stochastic convergence]]. | ||
==Examples== | ==Examples== | ||
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==Definition== | ==Definition== | ||
==Important cases of almost sure convergence== | ==Important cases of almost sure convergence== | ||
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*[[Convergence in probability]] | *[[Convergence in probability]] | ||
*[[Convergence in rth order mean]] | *[[Convergence in rth order mean]] | ||
==Related topics== | ==Related topics== | ||
*[[Stochastic | *[[Stochastic variable]] | ||
*[[Stochastic process | *[[Stochastic process]] | ||
*[[Stochastic diffential | *[[Stochastic diffential equation]] | ||
Revision as of 14:28, 7 July 2007
Almost sure convergence is one of the four main modes of stochastic convergence.
Examples
Basic example
Intermediate example
Definition
Important cases of almost sure convergence
If we flip a coin n times and record the percentage of times it comes up heads, the result will almost surely approach 50% as .
This is an example of the strong law of large numbers.
References
See also
- Stochastic convergence
- Convergence in distribution
- Convergence in probability
- Convergence in rth order mean
Related topics