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Convergence of Random Variable

When we talk about convergence of random variable, we want to study the behavior of a sequence of random variables {Xn}=X1, X2,…,Xn,… when n tends towards infinity. Basically, we want to give a meaning to the writing:

A sequence of random variables, generally speaking, can converge to either another random variable or a constant.

However, there are three different situations we have to take into account:

  • Convergence in Probability
  • Convergence in Quadratic Mean

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Valentina Alto

Valentina Alto

Cloud Specialist at @Microsoft | MSc in Data Science | Machine Learning, Statistics and Running enthusiast

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