Convergence of sequences and different modes of convergence.

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Order of convergence of a sum

Let $(X_t)_{t\geq 0},\;X_0=0$, be a positive stochastic process such that \begin{align*} \mathbb{E}\left[\sum_{n=1}^{\infty}X_t^n\right]=\sum_{n=1}^{\infty}\mathbb{E}[X_t^n]<\infty. \end{align*} ...
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27 views

$‎C_{c}(X)$ is a subspace of ‎$‎C_{0}(X)$ ‎but ‎it ‎is ‎not ‎Banach [duplicate]

I want ‎to ‎show ‎that ‎‎$‎C_{c}(X)$ is a subspace of ‎$‎C_{0}(X)$ ‎but ‎it ‎is ‎not ‎Banach.‎‎ I think : I should prove that if ‎$‎‎‎\{f_{n}\}‎‎$ ‎be‎ a‎ ‎sequence ‎in‎ $‎C_{c}(X)‎$ ‎with ...
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1answer
22 views

Example of sequence converging in $d_{l^\infty}$ but not in $d_{l^1}$.

I'll denote by $X$ the space of real sequences $(a_n)$ such that $\sum |a_n|$ converges. Let $d_{l^1}$ be the metric $$ d_{l^1}((a_n),(b_n))=\sum|a_n-b_n| $$ and $d_{l^\infty}$ be the metric $$ ...
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29 views

Are these series convergent?

I came across the following two series while trying to solve Laplace's equation in two dimensions. $$T_1 = \sum_{n=1}^{\infty}\rho^n(A_n\cos(n\phi) + B_n \sin(n\phi))$$ $$T_2 = ...
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28 views

measure theory and convergence

1) Let $\Omega=[0,1]$, $F = B([0,1])$, $P$ be Lebesgue measure on $[0,1]$ ($P([a,b])=b-a$). Set $$A_n^i:=\left[{\frac{i-1}{n},\frac{i}{n}}\right]$$ and $$X_n^i(\omega):=\chi_{A_n^i}(\omega)$$ ...
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2answers
37 views

Find an interval of convergence and an explicit formula for $f(x)$

Let $f(x) = 1 + 2x + x^2 + 2x^3 +x^4+...$ If $c_{2n} = 1$ and $c_{2n+1} = 2$ $\forall n \ge 0$ find the interval of convergence and an explicit formula for $f(x)$. The answers are $I = (-1,1)$ and ...
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46 views

$\int_\Omega F(u_n)\to0$ implies $\int_\Omega F(au_n)\to 0$ for $a\in [0,\infty)$?

Let $\Omega\subset\mathbb{R}^N$ be a bounded domain and $F:[0,\infty)\to [0,\infty)$ be a convex, strictly increasing and continuous function satisfying $F(0)=0$. Suppose that $u_n\in ...
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Solving $m$ in $m = \lim_{n\to\infty}\prod_{k=x+1}^n\, 1+\dfrac{(k+x)^2}{2^{k-x}}$ from $n$ and $x$

How should one proceed in order to solve $m$, where $x$ is an integer $$m = \lim_{n\to\infty}\prod_{k=x+1}^n\, 1+\dfrac{(k+x)^2}{2^{k-x}} $$ from $n$ and $x$ in an unconditional form, such as, for ...
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71 views

Definition of convergence in $C^\infty(\Omega)$

I am not convinced or may be don't understand, the way they define convergence and then topology as a consequence of convergence. $\Omega$ is open subset of $\Bbb R^n.$Define standard topology on ...
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1answer
101 views

convergence of series with $k!$

check if the following series converges: $\sum\limits_{k=1}^{\infty} (-1)^k \dfrac{(k-1)!!}{k!!}$ where $k!!=k(k-2)(k-4)(k-6)...$ I came across this exercise while going trough some old exams. I'm ...
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1answer
29 views

Show that Y is a closed subspace of l2

This might be a straight forward problem but I wouldn't ask if I knew how to continue. Apologies in advance, I am not sure how to use the mathematical formatting. We are currently busy with inner ...
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3answers
101 views

Convergence of $\sum \frac{a_n}{(a_1+\ldots+a_n)^2}$

Assume that $0 < a_n \leq 1$ and that $\sum a_n=\infty$. Is it true that $$ \sum_{n \geq 1} \frac{a_n}{(a_1+\ldots+a_n)^2} < \infty $$ ? I think it is but I can't prove it. Of course if $a_n ...
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1answer
31 views

Intuition behind closed subsets of a metric space?

Reading for my exam in real analysis, I struggle with the definition of a closed subset of a metric space. Consider a metric space $$(X,d)$$ Then consider a subset of this space$$F$$ What the book ...
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40 views

funcitonal series convergence… SOS… [duplicate]

Is it possible to show that $f(x) = \sum_{k=0}^\infty (-1)^k \frac{x^k \sqrt{k}}{k!}$ converges even when $x\rightarrow \infty$ ? i.e. As a function of x, does $\lim_{x\to\infty} f(x)$ exist or at ...
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1answer
38 views

Alternating functional Series Convergence SOS…

Does the following series converge? $\sum_{k=0}^\infty \frac{(-1)^k x^k \sqrt{k}}{k!}$ what is the radius of convergence?!!
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41 views

Multiplication in $\mathcal D'(R)$.

I was reading in my text book that multiplication of elements of $\mathcal D'(R)$ is not a continuous function although it is defined and can be seen from the convergence of $\sin(nx)$ to $0$ as $n$ ...
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1answer
46 views

Prove that $d_2=\sum_{j=1}^{k}\left|{x_j-y_j}\right|$ is a complete metric on $\mathbb{R}^k$.

I am trying to prove that $d_2\left({x,y}\right)=\sum_{j=1}^{k}\left|{x_j-y_j}\right|$ is a complete metric on $\mathbb{R}^k$. Here is my reasoning for why it is, but I am unsure about its ...
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0answers
13 views

Convergence in distribution of a random variable/vector

I'm trying to prove a version of Slutsky theorem and I appreciate if you can guide me on that. Suppose $X_n \rightarrow^{d} X > 0$ (i.e. $X_n$ convergence in distribution to X which is positive) ...
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1answer
62 views

Does convergence in $C(\Bbb R)$ imply convergence in $\mathcal D'(\Bbb R)$

Sequence of continuous functions $(f_k)$ which converge to $f$ in $C(\Bbb R)$. Does it imply that $f_k$ will converge to $f$ in $\mathcal D'(\Bbb R)$ as well? Or we need something more to make this ...
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4answers
39 views

Is $(a_n)_n$ with $|a_{n+2}-a_{n+1}| ≤ q|a_{n+1}-a_n|$ a Cauchy sequence?

Let $0 < q < 1$ and $(a_n)_n$ be a squence with $|a_{n+2}-a_{n+1}| ≤ q|a_{n+1}-a_n|$ for all $n ∈ ℕ$. I need to show that this is a Cauchy sequence. I'm not sure how to start this one, as we ...
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33 views

Show convergence for this sequence only by using the definition

I need to prove convergence for $(b_n)_{n ∈ ℕ}=\left(\frac{(-1)^nn}{2n+1}\right)_{n∈ℕ}$ and also show the limit. I may only use the following definition: $∀ɛ > 0∃n_0∈ℕ∀n≥n_0:|a_n-a|< ɛ$. So far ...
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3answers
38 views

Evaluating $\int_0^{\infty}\frac{2}{x^2-8x+15}dx$

I am trying to evaluate $\int_0^{\infty}\frac{2}{x^2-8x+15}dx$. Factoring and using partial fraction decomposition, I have found that the indefinite integral is: $$\ln{|x-5|}-\ln{|x-3|} + C$$ But ...
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2answers
46 views

Prove the convergence of the sequence.

Prove the convergence of the following sequence: $$x_1 = \sqrt{a}$$ $$x_{n+1} = \sqrt{a + x_n}$$
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1answer
29 views

Evaluating order of convergence

I think this is quite a simple question, I just want to make sure I understood all correctly. Here's the problem: I have a numerical method, which is in some way dependent on its spacing $h$ (like ...
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4answers
112 views

Evaluating $\lim _{n \rightarrow \infty} (2n+1) \int_0 ^{1} x^n e^x dx$

Could you help me evaluate $\lim _{n \rightarrow \infty} (2n+1) \int_0 ^{1} x^n e^x dx$? I've calculated that the recurrence relation for this integral is: $\int_0 ^{1} x^n e^x dx = x^ne^x | ^{1} ...
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1answer
29 views

series convergence

i ran into this question: prove or show false: if $\sum_{n=1}^{\infty}a_{n}$ is a converging series, but the series $\sum_{n=1}^{\infty}a_{n}^2$ diverges, then $\sum_{n=1}^{\infty}a_{n}$ is ...
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1answer
74 views

methods for determining the convergence of $\sum\frac{\cos n}{n}$ or $\sum\frac{\sin n}{n}$

As far as I know, the textbook approach to determining the convergence of series like $$\sum_{n=1}^\infty\frac{\cos n}{n}$$ and $$\sum_{n=1}^\infty\frac{\sin n}{n}$$ uses Dirichlet's test, which ...
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Polynomials, integrals convergence

Let $P_n(x)= \frac{x^n(bx -a)^n}{n!}, \ \ \ a,b,n \in \mathbb{N}$. Prove that $\int_0 ^{\pi}P_n(x) \sin xdx \rightarrow 0 \ \ \ \ $ and $ \ \ \ \ \int_0 ^r P_n(x)e^xdx \rightarrow 0$ $ \ \ \ \ \ \ (n ...
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1answer
30 views

A problem on almost sure convergence

Consider a sequence of random variables defined on the standard unit interval probability space : $ X_n = 2^n \text{when} \frac{1}{2^n} \leq \omega \leq \frac{1}{2^{n-1}}$ ...
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Checking $\displaystyle \int_{0}^{\infty} {\frac{\sin^2x}{\sqrt[3]{x^7 + 1}} dx}$ for convergence

Given $\displaystyle\int_{0}^{\infty} {\frac{\sin^2x}{\sqrt[3]{x^7 + 1}} dx}$, prove that it converges. So of course, I said: We have to calculate $\displaystyle \lim_{b \to \infty} ...
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2answers
20 views

Develop the next function:$f(x)=\frac{4x+53}{x^2-x-30}$ into power series, Find the radius on convergence and find $f^{(20)}(0)$

Develop the next function:$\displaystyle f(x)=\frac{4x+53}{x^2-x-30}$ into power series, Find the radius on convergence and find $f^{(20)}(0).$ For the first part: $\displaystyle\frac ...
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2answers
62 views

How to show that these integrals converge?

What test do I use to show that the following integral converges? If you could provide me with the process that leads to the answer that would really help. $\displaystyle ...
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48 views

“Nearly” Harmonic Series

It's well known that $$ \sum_{n=1}^{\infty} \frac{1}{n^{1+\varepsilon}} < \infty, \ \forall \varepsilon >0. $$ What happens if we replace $\varepsilon$ with $\varepsilon_n \downarrow 0$? ...
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1answer
34 views

Convergence of sequence

Does the following: $$ \begin{align} x_0 & = a \\ x_1 & = x_0 + \frac{1}{1}(x_0 + x_0(c - 1)) \\ x_2 & = x_1 + \frac{1}{2}(b + x_1(c - 1)) \\ x_3 & = x_2 + \frac{1}{3}(b + x_2(c - 1)) ...
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1answer
26 views

Convergence of random variable to a negative constant

Let $X_n$ be the sequence of R.Vs and $X_n\overset{P}{\rightarrow}A$ (or $X_n\rightarrow A$ almost surely) where $A<0$ I want to prove that $Pr[X_n < 0] \rightarrow 1$ (or $X_n < A$ almost ...
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Central Limit Theorem for Dependent Non-Identical Random Variables.

If $X_{(1)}, X_{(2)},\ldots$ are mutually dependent as in the case of ordered statistics and we need to find the sum $S_N$ of all $X_{(i)}$ like $\sum_{i=1}^{N\to \infty} X_{(i)}$. How do we apply ...
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7answers
126 views

How to prove that $1/n!$ is less than $1/n^2$?

I want to prove $$\sum_{n=0}^{\infty} \frac{1}{n!}$$ is a converging series. So I want to compare it with $\sum_{n=0}^{\infty} \frac{1}{n^2}$. I want to do direct comparison test. How to prove ...
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2answers
41 views

An equivalent expression of Cauchy Criterion?

For a sequence $\{a_n\}$, if $$ \forall \epsilon>0 \ \exists N>0, \forall k \in \mathbf{N}, \ |a_{N+k}-a_N|<\epsilon \ $$ Then $\{a_n\}$ converges and hence is a Cauchy sequence. Now how ...
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1answer
30 views

Radius of convergence - ratio test for power series/real numbers

Having trouble with when to apply the ratio test for power series and when to apply the ratio test for real numbers. For example, find radius of convergence of these.... $\sum_{n=0}^{\infty}(-1)^n ...
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23 views

Is $\phi^T_tP_t^{-1}\phi_t\to 0$ when $P_{t+1}=\sum_{k=0}^t\phi_k\phi_k^T+P_0$?

Let $\phi_t\in\mathbb{R}^n$, $\forall t\geq0$, and $\sup_t\|\phi_t\|_2^2\leq M<\infty$(euclidean norm). Define $n\times n$ positive definitive matrices as follow, ...
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1answer
18 views

Convergence by using Cauchy Criterion

this is the sequence: $(a_n)=\frac{1}{n+1}+\frac{1}{n+2}+\cdot\cdot\cdot+\frac{1}{2n}$ And this is what I tried to do so far: $|a_{n+1} - a_{n} | = \frac{1}{2n+1}+\frac{1}{2n+2}-\frac{1}{n+1} = ...
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0answers
23 views

Convergence of density function

Let $X_m$ have the density function $$ f_m(x) = \frac{m}{ \pi(1+m^2x^2)} $$ where $m \ge 1$. Which modes of convergence have to be respected that $X_m$ converges (if $n \rightarrow \infty$) ?
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59 views

Comparison test for series $\sum_{n=1}^{\infty}\frac{n}{n^3 - 2n + 1}$

I am trying to prove the convergence of the series $\sum_{n=1}^{\infty}\frac{n}{n^3 -2n +1}$ with the simple comparison test. I know it can be done with other tests but this question came up in my ...
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2answers
43 views

Convergence of $\int_0^\infty \sin(t)/t^\gamma \mathrm{d}t$

For what values of $\gamma\geq 0$ does the improper integral $$\int_0^\infty \frac{\sin(t)}{t^\gamma} \mathrm{d}t$$ converge? In order to avoid two "critical points" $0$ and $+\infty$ I've ...
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1answer
29 views

Convergence of $\int_0^1 \sqrt[3]{\ln(1/x)} \mathrm{d}x $

Does $$\int_0^1 \sqrt[3]{\ln\left(\frac{1}{x}\right)} \mathrm{d}x$$ converge? WA says it is equal to $\Gamma(4/3)$, however calculating the antiderivative seems approachless to me and can't compare ...
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1answer
75 views

Existence of a power series converging non-uniformly to a continuous function

I am wondering whether there exist a function $f(z) = \sum_{n\geq0} a_n z^n$ such that: $f$ converges and is continuous on the closed unit disk $D$ and the series $\sum_n a_n z^n$ does not converge ...
3
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1answer
39 views

Show that sequence approaches fixed point of a function

Problem Let $f(x)$ be a differentiable function on $\Bbb R$ with $\left|\,f ' (x)\right| \leq r < 1$, where $r$ is constant. Then consider the sequence $\{x_n\}$ such that $x_1 = 0$, $x_{n+1} = ...
3
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1answer
31 views

convergence of an integral ( with an inner integral)

I need to figure out for which values of $p \in R $ does the following integral converge? $$\int_0^{1} \frac{x^p}{\int_0^{x}\ln(1 + \sin(t) + t)dt} {dx} $$ Please note that I don't have to ...
2
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1answer
82 views

Borel-Cantelli Lemma

I have some difficulties understanding the following: Let $(X_n)$ be a sequence of independent random variables s.t. $P[X_n=1]=1−P[X_n=0]=\frac{1}{n}$ After using the Borell Cantelli lemma, I ...
0
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1answer
16 views

Absolute convergence.

Determine if absolutely convergent or not; Justify. $$\sum_{n=1}^\infty (-1)^n n^2 3^{1-n} x^n \text{ s.t }|x|<3$$ if we take the abs value of $(-1)^n$ we are left with $n^{2} 3^{1-n} x^{n}$ now ...

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