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Bounded second moments do not upgrade convergence in probability to convergence in L2 (Bounded second moments do not upgrade convergence in probability to convergence in L2)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Convergence of random variables Convergence in Lp from convergence in probability and an Lr bound
2026-10-03  0 By others on same topic  0 Discussions Create my own version
On ([0,1],B,Leb), the variables
Xn​=n​1(0,1/n)​
(1)
converge in probability and in L1 to zero, while ∥Xn​∥2​=1 for every n.

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  1. Convergence in Lp from convergence in probability and an Lr bound
  2. Convergence of random variables
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 2 / 26J / c / Solution

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