Convergence of sequences and different modes of convergence.

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1answer
21 views

Determining if $\int f_n\to 0$ implies that $f_n\to 0$ in measure and $f_n(x)\to 0$ a.e.

If $f_n$ is a sequence of measurable functions on $(X,\mu)$ into $[0,1]$ and $\int f_n\to 0$, I am trying to prove (or disprove the following): (i) $f_n$ converges to $0$ in measure. (ii) For almost ...
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0answers
21 views

Prove that norm of Yosida approximations blows up

I need an help with the following exercise about Yosida approximations. Let's fix the notation: let $A$ be an unbounded linear operator define on a dense domain $D(A)\subset X$ of a Banach space $X$. ...
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0answers
23 views

Convergence of a series of integrals

Definition of problem I would like to find the large $N$ behaviour of a summation series and specifically the conditions under which it converges. I have found one condition, but I think it might be ...
1
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2answers
33 views

Convergence of series 4

Determine if the following series is convergent or not: $$\frac{1}{\sqrt{n} \log n}$$ I tried: $a_k = \frac{1}{\sqrt{n} \log n}$ $b_k= \frac{1}{\sqrt{n}}$ then did: $\frac{a_k}{b_k}$ and got ...
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1answer
22 views

Riemann's Lemma in proof

Consider the following expression: $$s_n(x) - s = \frac{1}{2\pi} \int_{-\pi}^{\pi} h(t) \exp(i\frac{1}{2}t)\exp(int) \ dt - \frac{1}{2\pi} \int_{- \pi}^\pi h(t) \exp(-i\frac{1}{2}t)\exp(-int) \ dt $$ ...
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3answers
23 views

Show convergence of 1/cosh series

Sorry if my english is not correct. Feel free to edit and ask questions. I need to test the following series on convergence: a) $$ \sum_{n=0}^{\infty}\frac { sinh(n) }{ e^n } $$ and b) $$ ...
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0answers
19 views

Numerically solving a transport equation

I would like to solve this transport PDE numerically : $$ \partial_t f + v(f) \partial_x f = 0 $$ What I would want to do is "freeze" the velocity $v$ and solve a classical transport equation by ...
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5answers
58 views

Show $\sum n e^{-na}$ converges for $a>0$

Is there any test or property in particular I can use to show $ \sum n e^{-n a}$ is convergent for $a>0$ ? I think it is obvious that from looking at the function that this is convergent, since ...
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0answers
24 views

If the sequence of random variables $X_n$ converge in Probability to $X$ and $Y$, then $X = Y$ a.s.

If the sequence of random variables $X_n$ converge in Probability to $X$ and $Y$, then $X = Y$ a.s. Idea: I want that $P(|X-Y|> \epsilon) = 0$, for every $\epsilon >0$. $P(|X-Y|> ...
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1answer
25 views

Interval of convergence of power series?

If the power series is: $$ \sum\limits_{n=1}^{\infty}\frac{x^n}{\sqrt{n+1}} $$ and I've found the interval to be $$ -1 < x < 1 $$ then would the answer $$ (-1, 1) $$ work? some other options ...
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1answer
37 views

Where is the dominated convergence theorem being used? (crosspost).

I am cross-posting a question I asked on cross-validated here. It is a mathematical doubt on the application of the dominated convergence theorem in the time series setting. I leave the ...
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3answers
29 views

(Simple question) Radius of covergence of power series?

For the power series: $$ \sum\limits_{n=1}^{\infty}\frac{(x-1)^n}{2^n} $$ Would radius of convergence be $$ x = 1 $$ ?
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1answer
30 views

Determine the radius of convergence of the power series

Determine the radius of convergence of the power series $\sum \limits _{n=4} ^\infty \frac {2n+4} {4^{n+5}} (x-8)^{4n+1}$. I tried the ratio test to find where $\frac {a_n} {a_{n+1}} < 1$ but I ...
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1answer
41 views

What is the center of power series?

The power series is: $$ \sum\limits_{n=1}^{\infty}\frac{(x+4)^n}{n+1} $$ Any help appreciated!
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2answers
57 views

For which $x\in\mathbb{R}$ is the series of general term $a_n = x^{n!}$ convergent?

I firstly found the simplified form of $\frac{a_{n+1}}{a_n} = |x|\cdot|x^n|$ and used this to establish the end points $-1\lt x\lt 1$. I then tested the end points by finding the limit to infinity of ...
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2answers
76 views

How to prove that $f_n(x)=\frac{nx}{1+n\sin(x)}$ does not converge uniformly on $[0, \pi/2]$? [duplicate]

If $f_n$ is a sequence of functions over $[0, \pi/2]$ given by $$f_n(x) = \frac {nx} {1+n\sin(x)},$$ then how would I go about proving that $f_n$ does not converge uniformly to a function $f$ on ...
1
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1answer
17 views

Multidimensional convergence in probability

If I have a vector $X^n=(X^n_1,...,X^n_m)$ is it true that $ \mathbb{P}(X^n\geq\epsilon)\rightarrow 0$ if $ \mathbb{P}(X^n_i\geq\epsilon_i)\rightarrow 0\ \forall i =1,...,m$ As $n\rightarrow \infty$?
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1answer
34 views

Example of a convergent series for which integral test fails?

Is there example of a convergent series for which integral test fails or can not be applied? Just wondering if integral test is the silver bullet of convergence tests, or are there any series that any ...
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2answers
25 views

Sums of converging limits

How can I prove the property that if the sequences, $(x)\rightarrow x' $ and $(y)\rightarrow y'$ then $(x) + (y)\rightarrow x'+y'$
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2answers
58 views

Is $(-1)^{n!}$ convergent? [on hold]

I don't think I can use the alternating series test because of the factorial sign, but I don't know how else to solve this. can you please give any hints ?
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0answers
12 views

Deriving Dual Averaging from (Sub)gradient Descent

Here the presenter tries to derive a simple Dual Averaging from (sub)gradient descent. I have a little problems understanding the steps. (Sub)gradient descent: Loop through: $$ x_{k+1} = x_k - t_k ...
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0answers
26 views

If $X_n$ are i.i.d. $Uniform(0,1)$ then show that $S_n$ converges a.s. to $\infty$

Suppose $\{X_n\}$ is an i.i.d. $Uniform(0,1)$ sequence of random variables. Define $S_n=X_1+X_2+...+X_n$. Show that $S_n\to\infty$ almost surely. I believe I have solved the problem and I wish ...
2
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1answer
17 views

Cauchy sequence of partial sums of orthogonal vectors in a general Hilbert Space.

Let $(x_n)$ be a sequence of orthogonal vectors in a Hilbert space $(V, \langle,\rangle)$. For $n = 1, 2, 3, ... $ put, $$s_n = \sum_{j=1}^{n} x_j.$$ (a) Calculate $\|s_n\|$ in terms of ...
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0answers
16 views

Convercenge in probability implies convergence in Lp [on hold]

Show that if $X_n$ is that $|X_n|< C$, with $C\in \mathbb{R}$, $\forall n \in \mathbb{N}$, then $X_n \overset{P}{\rightarrow} 0 \implies X_n \overset{{L^P} }{\rightarrow}0$
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1answer
13 views

convergence of continuous mapped RVs

This is an extension of the result in my textbook, I'm wondering if it's true and if there are any references to it's proof. Let $X_n$ be a sequence of random vectors in $\mathbb{R}^d$, let $g : ...
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0answers
11 views

Understanding the difference between convergence in distribution and convergence almost surely

I know that the sum of $\sum_{i=0}^nZ_i$ where $Z\sim N(0,1)$ has a distribution of a Chi squared distribution with $n$ degrees of freedom which in my understand means that $Z^2$ converges in ...
2
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1answer
38 views

Convergence of complex power series $z^{n!}$ at boundary

I'm revising for an exam at the moment and I'm struggling with part of a question. I'm asked to find the radius of convergence of the series $\sum_{n=0}^{\infty }z^{n!}$ and then find where it ...
2
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1answer
18 views

Pointwise convergence - $\frac{nx}{1+n \sin(x)}$ , $x \in [0, \frac{\pi}{2}]$

Is anyone able to check if this is correct: for $$f_n(x) = \frac{nx}{1+n \sin(x)} , x \in [0, \frac{\pi}{2}]$$ Does this converge pointwise to $$ \frac{x}{\sin(x)}$$ I am unsure due to the fact ...
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1answer
22 views

Show, directly from the definition, that the following series is convergent. [on hold]

Using the definition of a convergent series, how do you show that the series $\sum_{n=1}^{\infty} (\frac{-2}3)^n $ converges.
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0answers
22 views

Pointwise convergence of Bernstein polynomials for piecewise continuous functions

I know that $B_nf \to f$ uniformly if $f:[0,1] \to \mathbb R$ is continuous. But can anybody explain to me, why $B_nf \to f$ pointwise in every point where $f$ is continuous if $f:[0,1]\to \mathbb ...
3
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1answer
34 views

Is it true that $\sum_{n=1}^\infty \dfrac{Var(Y_n)}{n}<\infty$?

Suppose that $\{X_n\}$ is an i.i.d. sequence of random variables with $E|X_1|<\infty$.Define $Y_n=X_nI_{\{|X_n|<n\}}$ for all $n\geq1$. Is it true that $\sum_{n=1}^\infty ...
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1answer
32 views

Convergence of $u * \eta_\epsilon$

Let $\eta \in C_c^\infty(B(0,1)), \eta \ge 0, \eta$ radially symmetric and $\int_{\mathbb{R}^n} \eta d\mathcal{L}^n = 1$. $\eta_r := r^{-n} \eta(\frac{x}{r}) \in C_c^\infty(B(0,r))$. Integral of ...
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1answer
18 views

Show that $X_n/n$ does not converge almost surely

I am generally able to prove that a sequence of random variables $X_n$ converge almost surely to a random variable $X$ by using the following strategy: Take any typical sample point ...
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2answers
34 views

Can one prove divergence by showing a series has at most one solution for an=0?

Say I have any series, I would think it was enough to show that this series equals 0 at most once to prove it diverges. My logic is, For a series: $\sum a_n →∞$, and diverges, if $a_n≠0$ for $n→∞$ ...
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0answers
51 views

Positivity of alternating series

Let $\{a_n\}_{n=0}^{\infty}$ be a sequence of positive real numbers such that $\limsup_n \frac{1}{n}\log a_n=-\infty$. Then $$ f(x)=\sum_{n\geq 0}a_n x^n $$ converges absolutely for all $x$. Under ...
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0answers
17 views

Analytic function with alternating taylor series

Is there a characterization of the sequences of non-negative real numbers $\{a_n\}_{n=0}^{\infty}$ such that $$ f(x)=\sum_{n\geq 0}a_n (-x)^n $$ converges absolutely for all $x\geq 0$? It's not hard ...
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1answer
26 views

Convergence of random variables under different probability measures

I have a succession of random variables $X_n$ on $\Omega=[0,1]$ with $X_n=(1-\omega)^n$. I have to prove the convergence almost sure and/or in law in these case: $\mathbb P=\delta_{0}$ $\mathbb ...
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1answer
16 views

If the second moments are uniformly bounded, does $Y_n$ converge in $L^2$?

Let $\{X_n\}$ be a pairwise uncorrelated sequence of random variables such that there exists a fixed constant $c>0$ such that $E(X_n^2)\leq c$ for all $n\geq1$. Does it imply that for any ...
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1answer
33 views

If $\sum \|f_n -f \|_{L^1} < \infty$ then $f_n \rightarrow f$ almost uniformly

Consider $(X,m)$ a measure space, $f_n, f : X \rightarrow \mathbb R$ s.t. $\sum_{n=1}^{\infty} \|f_n -f \|_{L^1} < \infty.$ How to show that $f_n \rightarrow f$ almost uniformly? I will have ...
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24 views

If $X_n$ is Geo$(\lambda/n)$, does $X_n$ converge in distribution?

If $X_n$ is Geo$(\lambda/n)$, does $X_n$ converge in distribution? Clearly $\lambda>0$ and for all $n$, $\dfrac{\lambda}{n}\leq1$. Now, $$P(X_n\leq ...
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1answer
22 views

On the proof of the continuity of the inner product.

I am having problems with the following proof and I need to fill in some details: I understand that continuity is being proven by the sequence definition but I do not get why (a) follows ...
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38 views

An⇀̸A in L1[−π;π] ( An is partial fourier sum )

Let \begin{equation*} (A_n x)(t) = \frac{a_0}{2} + \sum\limits_{k=1}^n a_k \cos(kt) + b_k \sin(kt), \\ a_k = \frac{1}{\pi} \int_{-\pi}^{\pi} x(t) \cos(kt) dt, \\ b_k = \frac{1}{\pi} \int_{-\pi}^{\pi} ...
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1answer
21 views

How to make a topology out of $N$ that involves convergent / divergent sets.

Let $N$ be the naturals $1, 2, \dots$ Call a subset $A$ of $N$ convergent if the reciprocal sum $\sum_{a \in A} \frac{1}{a}$ converges. Similarly call as set divergent if the sum diverges. Notice ...
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23 views

If a bounded sequence is equicontinuous, it has a uniformly convergent subsequence

I am currently having some difficulty with problem 2.7.8 in Introduction to Topology by Theodore Gamelin and Robert Greene. The problem goes as follows A family F of real-valued functions on a ...
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15 views

Good Problem Book for Convergence Concepts in Probability

I need a good book containing many challenging exercises (or problems) on Convergence Concepts in Probability. The topics I have covered are: Borel-Cantelli Lemmas Modes of Convergence and ...
2
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1answer
27 views

Normal convergence: $\sum_{n = 1}^{\infty} \frac{x}{(1 + (n-1)x)(1 + nx)}$

I want to prove that: $$\sum_{n = 1}^{\infty} \frac{x}{(1 + (n-1)x)(1 + nx)}$$ is not normally convergent on $[a, \infty)$ for fixed $a>0$. Let $U_n(x)$ denote the general term. We have: ...
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18 views

Skorokhod vs Meyer zheng topology

I am new to the Skorokhod space and I want to know why Meyer-Zheng topology on the space of càdàg functions is weaker than the standard Skorokhod topology. Thanks in advance!
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25 views

Uniform integrability and weak L1 convergence

I am working on exercise 4.14 in chapter 3 (on convergence) in the book "Probability and Stochastics" by Erhan Cinlar. The exercise can be found on page 109. First, let me give the necessary ...
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0answers
34 views

Questionable Convergence of a Series

The summation is: $$ S = \sum_{k \geq 0} f(k) \int_{0}^{\pi/2} \sqrt{1-(1- \frac{f(k+1)^2}{f(k)^2})\sin^2(\theta)}d\theta $$ Now, we know that $f(k+1) < f(k)$ and as $k$ approaches infinity, ...
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7 views

convergence multivariate normal

If $X$ and $Y$ have asymptotic normal distribution then using Slutsky's theorem $aX+bY$ is also asymptotic normal, can I conclude that the vector $(X,Y)$ is asymptotic bivariate normal? If not, how ...