Class 41: Chap. 5

17 dezembro 2010, 08:00 • Manuel Cabral Morais

Chap. 5 - Convergence of sequences of random variables

5.1 Modes of convergence

5.1.1 Convergence of r.v. as functions on Omega (Exercise 5.4 -> end)

5.1.2 Convergence in distribution (->Example 5.28)

To read at home:

5.1 Modes of convergence

5.1.2 Convergence in distribution (Exercise 5.29 -> end)

5.1.3 Alternative criteria

5.2 Relationships among the modes of convergence

5.2.1 Implications always valid

5.2.2 Counterexamples

5.2.3 Implications of restricted validity]

Exercises: 5.4 hint, 5.11, 5.16, 5.18 hint, 5.21.