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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
L
2
)
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)
...
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
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On
([
0
,
1
]
,
B
,
Leb
)
, the variables
X
n
=
n
1
(
0
,
1/
n
)
(1)
converge in
probability
and in
L
1
to zero, while
∥
X
n
∥
2
=
1
for every
n
.
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Convergence in Lp from convergence in probability and an Lr bound
Convergence of random variables
Probability theory
Probability and statistics
Area of mathematics
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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