Convergence of random variables
December 3, 2019 — December 3, 2019
dynamical systems
functional analysis
model selection
probability
stochastic processes
Placeholder. When does one random variable approach another? There are many ways we could define this concept and various interesting relationships between these ways.
Djalil Chafaï, About convergence of random variables.
To discuss: metrics versus types of convergences. The magical world of a.s. convergence which has no metric. The role of probability spaces.