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Mathematics · Glossary

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Definition 22.10 University Mathematics — Year 3 · Chapter 22 — Probability: Foundations and the Law of Large Numbers

Xn→XX_n \to X almost surely if P(Xn→X)=1\P(X_n \to X) = 1; in probability if P(∣Xn−X∣≥ε)→0\P(\abs{X_n - X} \geq \varepsilon) \to 0 for every ε>0\varepsilon > 0; in LpL^p if E∣Xn−X∣p→0\E\abs{X_n - X}^p \to 0.

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