Convergence of sequences and different modes of convergence.

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Monotone Convergence Theorem: Application for $p$-norms

Let $X$ be a non-negative random variable in $L^p(\Omega, \mathcal{A},P)$. We have shown that $$||\min(X,M)||_p \leq c$$ for all $M \geq 0$ and want to conclude that $$||X||_p \leq c.$$ In the ...
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29 views

Convergence in distribution, in $L^p$ and convergence of first and second moments

For some application, we have the following three assumptions about a sequence of Random Variables $X_n$ (with values in $\mathbb{R}^+$, $n \geq 1$: There exists a $X \geq 0$ such that a) $X_n ...
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87 views

Convergence for a improper integral $\int^b_a fg$

Let $f$ be continuous on [a,b) such that $\int^b_a f$ converges. If $g'$ is locally integrable and has a constant sign on [a,b), prove that $\int^b_a fg$ converges. Edit: We can assume that the limit ...
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44 views

If $X_n \rightarrow^{P} 0$ then for any $p >0$ $\frac{|X_n|^p}{1+|X_n|^p} \rightarrow_{P} 0$

Let $\{X_n\}$ be a sequence of random variables If $X_n \rightarrow^{P} 0$ then for any $p >0$ $$\frac{|X_n|^p}{1+|X_n|^p} \rightarrow_{P} 0$$ and $$E(\frac{|X_n|^p}{1+|X_n|^p}) \rightarrow 0$$ . ...
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39 views

Geometric series with polynomial exponent

I came accross this series: $\sum_{i=p}^{n}{e^{-i(d+i)}}$ with $d \in \mathbb{R}^+$ This looks like a geometric series but it is not. How do I compute its limit when $n \rightarrow +\infty$ ? Which ...
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54 views

Checking whether sequence $ x_n = \ln(n^2 + 1) - \ln(n) $ converges or diverges

I have to show whether $$ x_n = \ln(n^2 + 1) - \ln(n) $$ converges or diverges. I can write $$ x_n = \ln(n^2 + 1) - \ln(n) = \ln\left(\frac{n^2+1}{n}\right) = \ln\left(n + \frac{1}{n}\right). $$ ...
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38 views

Convergence of sequence $a_1=a$, $a_2=b$, and $a_{n+1}=\frac{a_n + a_{n-1} + \cdots + a_{n-\ell -1}}{\ell}$, for some integer $\ell$

As you maybe know, the sequence $a_1=a$, $a_2=b$, and $a_{n+1}=\frac{a_n + a_{n-1}}{2}$ is convergent to $\frac{a+2b}{3}$, If we change the denominator 2 to arbitrary integer $\ell$, what's the ...
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84 views

Is the space $\mathcal{H}=\{v\in H^1(\Omega):\Delta v\in H^1(\Omega)^*\}$ a Banach space?

Let $\Omega$ be a Lipschitz domain in $\Bbb R^n$, is the space $$\mathcal{H}=\{v\in H^1(\Omega):\Delta v\in H^1(\Omega)^*\}$$ a Hilbert space when endowed with the norm $\|\cdot\|_\mathcal{H} = ...
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46 views

Coconvergent topology basis?

Consider the space $X=\{\frac1n:n\in\mathbb N_+\}$, with the "coconvergent topology": $$\mathcal O=\{A:(A=\varnothing)\lor(\sum_{x\notin A}x<\infty)\}$$ That is, a nonempty set is open iff its ...
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Limit of $\frac{1}{2^n}\sum_{n=0}^{2^n-1}f(e^\frac{2k\pi}{2^n}i)$ for a complex-analytic function

Let consider a Laurent series $\displaystyle{ \sum_{k\in\mathbb Z}a_kz^k }$ with complex coefficients and converging inside the annulus $A=\{\ z\in\mathbb C\ |\ r<|z|<R\ \}$, with ...
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70 views

Weak convergent without completeness implies strong convergence

I want to know if the following holds without completeness: In a normed linear space $H$, $x_n$ is weak convergent to $x$, and $\lim_{n\to\infty} \|x_n\| = \|x\|$ then: ...
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86 views

Show that $\frac1n\log X_n$ converges almost surely

Let $X_0$ follow $\mathrm{Uniform}(0,1)$. Define $X_{n+1}$ iteratively as $X_{n+1}$ follows $\mathrm{Uniform}(0,X_n)$, $n\geq0$. Show that $\dfrac{\log X_n}{n}$ converges almost surely and find the ...
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How does quadratic convergence imply linear convergence?

Linear convergence of a sequence is present if there exists a $c$ with $0<c<1$ such that $$|x_{k+1}-x| \leq c|x_{k}-x|, k=0,1,...$$ with $x$ being the limit of the sequence. Quadratic ...
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63 views

Prove that $f_n(x)$ is discontinuous at $x = 0$.

I am having problems with the following exercise, I am not sure if my procedure is correct. Exercise: Let $ \large f_n(x)=\left\{ \begin{array}{ll} 0 ~~~if~~x = 0 ...
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57 views

Elemenatry topological proof of Erdos conjecture on Arithmetic Sequences

Define $C_n(A) = \{a \in A : \forall d \in \Bbb{N}$ one of $a + d, a +2d, \dots a + (n-1)d$ is not in $A\}$ For $n \leq m$, we have $C_n(A) \subset C_m(A)$. Proof. Let $x$ be in the LHS. Then ...
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106 views

$\sum\limits_{n=1}^{\infty}\frac{\sin(nx)}{n^{\alpha}}$ does not converge uniformly for $\alpha \in (0,1]$

The question is, why $\sum\limits_{n=1}^{\infty}\frac{\sin(nx)}{n^{\alpha}}$ does not converge uniformly for $\alpha \in (0,1]$. I have a solution, but I dont understand the estimates, sorry=(. ...
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43 views

Convergence of Arnoldi method

I would like to compute the largest real eigenvalue of a matrix in the following form: $$\begin{bmatrix} 0 & I_n \\ P & Q \end{bmatrix},$$ where $I_n$ is the $n \times n$ identity matrix, $P$, ...
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26 views

Product over a factorial convergences

I'm working on a problem and need this to converge to any value: $\displaystyle \frac{(1/2)((1/2)-1)((1/2)-2)\cdots ((1/2)-n+1)}{(n+1)!} = \Pi_{j=1}^{n} \frac{\frac{1}{2} - j+1}{j+1}$ The ...
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103 views

Weak vs strong convergence for unitary operators

Suppose $H$ is a separable complex Hilbert space with inner product $(\cdot,\cdot)$ and norm $\|\cdot\|$, where $\|u\|^2 = (u,u)$. Suppose $u, u_1, u_2, \dots \in H$. Then $\lim_{n \to \infty} u_n = ...
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96 views

Book on Convergence Concepts in Probability without Measure Theory

I am looking for a comprehensive book on Probability which discusses Convergence of Random Variables in detail, excluding portions of Measure Theory. Allan Gut's "Probability: A Graduate Course" seems ...
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50 views

Approximation of $L^2$ function by smooth functions on a manifold

Let $M$ be a $C^2$ compact Riemannian manifold with boundary. Suppose $f \in L^2(M)$ is such that $0 \leq f \leq 1$. Is it possible to find $f_n \in C^\infty(M)$ such that $0 \leq f_n \leq 1$ for ...
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53 views

Trying to show convergence (in probability) of integrals using Taylor expansion

I've been working for a long time now on how to prove a proposition given in a paper about the asymptotic normality of POT-quantile estimators. Hope somebody can help me out. Proposition (i) Let ...
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31 views

Properties of digit functions for numbers in $[0,1]$

Consider a function $g(n): \mathbb N \to \{0,1,2,3,4,5,6,7,8,9\}$, ie. $g$ maps the natural numbers to natural numbers between $0$ and $9$. Then, no matter what $g(n), \ n\in \mathbb N$ is, the sum ...
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53 views

Does $L^{1}$ convergence implies almost everywhere cesaro convergence?

Let $X$ be a compact metric space, $\mu$ a Borel measure and $f_{n} \in L^{1}(X,\mu)$ continuous functions such that $f_{n}(x) \overset {L^{1}} \rightarrow 0 $. Now can we deduce that ...
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Convergence of sum of antiderivative and derivative

This question is inspired by this question: Solutions for $ \frac{dy}{dx}=y $?. It makes me wonder if there are any function where the sum of all antiderivative and derivative converges. The ...
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47 views

Asymptotic Bounds for the distribution of $f_n(X_n)$.

Let $\{X_n\}_{n \in \mathbb{N}}$ be a sequence of $\mathbb{R}^{k}$-valued random variables defined on some probability space $(\Omega, \mathcal{F}, \mathbb{P})$ converging almost surely to $X$. ...
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78 views

snails on a tetrahedron

suppose you have $4$ snails arranged on the surface of an equilateral tetrahedron(all sides equal, each snail is numbered from $1$ to $4$, and that the snail numbered $1$ moves toward snail numbered ...
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Problem of convergence of characteristic functions

Let $\Omega \subset \mathbb{R}^{n}$ be bounded and open. Assume that $a: \Omega \times \mathbb{R} \times \mathbb{R}^{n} \rightarrow \mathbb{R}^{n}$ is a Caratheodory function which means $a(x,.,.)$ is ...
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42 views

Convergence of a matrix product

Let $A=o_{a.s.}(1)$; $A:k\times k$ matrix and $Vu=O_p(1)$; $V:k\times k$; $u: k\times 1$. Specifically, $Vu$ converges in distribution to $\mathcal N(0,I_k)$. Can we show that $VAu=o_p(1)$ or ...
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262 views

Weak convergence implies uniform convergence in distribution?

Consider an empirical processes $\{v_T(\theta), T\geq 1 \}$ and assume it is weakly convergent to the stochastic process $\{ v(\theta); \theta \in \Theta\}$., i.e. $$ E^*(f(v_T(\theta)))\rightarrow ...
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50 views

Difference between almost everywhere convergence of whole Fourier series and a subseries of $L^2$ functions

Let $f \in L^2(\mathbb{R})$ and $F_{N}f$ denote the $N$-th partial sum of its Fourier series. Then $||F_{N}f -f||_{L^{2}} \rightarrow 0$ as $N \rightarrow \infty$. But this implies there exists a ...
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Convergence of sequences of sets

Assume we have the indicator function $$I(x) \triangleq \begin{cases} 1, & \quad x \geq 0 \\ 0, & \quad x < 0 \end{cases}$$ and the sequence of its approximation functions $\{ I_{\nu}(x) ...
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Interchange of finite sum with convergence sequences.

Hi everyone I'm wondering if the following proof is correct (to be honest at the beginning I have some troubles to understand what the sequences of the sums of convergent sequences has to be, but I ...
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77 views

convergence of series implies convergence of coefficients

Is it true that $$\sum_{i=0}^\infty a_{i_n} y^i \rightarrow \sum_{i=0}^\infty a_{i} y^i \quad \forall y \in [0,1]$$ implies $$a_{i_n} \to_{n \to \infty} a_{i} \quad \forall i$$ where $0 \leq ...
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373 views

derivative of limit function vs limit of derivatives

Suppose that we have a sequence of differentiable functions $f_n:\mathbb{R} \rightarrow \mathbb{R}$ such that $f_n$ converges to some function $f$. Then it is not necessary that the sequence of ...
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How general is the convergence of the exponential function's power series?

Let $\mathbf{V}$ be a Fréchet space whose underlying set is $V$. Let $\;\; \beta \: : \: V\times V \: \to \: V \;\;$ be a continuous bilinear map that has an identity element and is ...
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When $\ell^2$-convergence implies $\ell^1$- convergence?

Consider a sequence $(x_n)_{n\in\mathbb N}$ in $\ell^1$ (sequences taking their values in $\mathbb R$), where $x_n=(x_{i,n})_{i\in\mathbb N}$. What are sufficient conditions on the sequence ...
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127 views

sequence convergence

Assume all terms $a(n) >0$ , $\sqrt{a(1)}\geqslant 1 +\sqrt{a(0)}$, and $$\left|\dfrac{a(n+1)}{a(n)}-\dfrac{a(n)}{a(n-1)}\right|\leqslant \dfrac{1}{a(n)} $$ for all $n>0$. Prove that ...
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202 views

Cluster point of $a_{n}:=n+(-1)^{n}n$

I am trying to find the cluster point of the sequence $a_{n}:=n+(-1)^nn$. Can you please check my solution? The subsequence diverges for increasing even $n$ since $2n$ grows infinitely. The ...
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144 views

Infinite product convergence

Reading some notes I have taken during class, I am unable to see the connection between these lines: $g(z)=\prod_{k\geqslant 0}(2z\lambda_k + 1)$, where $\lambda_k=4/((2k+1)^2 \pi^2)$ And The zeroes ...
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201 views

Cauchy criterion

We know that the series $\sum_{n=1}^\infty \dfrac{1}{n(n+1)}$ coverge to 1. I want use Cauchy criterion to show the series converges as an exercise. Is the following proof correct? Given $\epsilon ...
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61 views

The existence of the limit $\lim_{n\to\infty} S_{i_n}\circ…\circ S_{i_1}(x)=x_0$ for some $i_1, i_2,…\leq N$

Let $(X,\rho)$ be a Polish space. We are given continuous functions $S_i: X\rightarrow X$ ($i=1,...,N$) and a constant $0<r<1$. We assume the following: For each $x,y \in X$ there exists ...
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284 views

Convergence of sequence in $C^{k, \alpha}$ composed with $C^\infty$ function

Is it true that if a sequence $u_n \to u$ in $C^{k, \alpha}$ norm, and if you have a function $f \in C^\infty$, then $f(u_n) \to f(u)$ in $C^{k, \alpha}$? I think so, since this is true for ordinary ...
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443 views

Uniform convergence of analytic functions

Let $f_{n}(z), g(z)$ be entire functions, for all $n\geq 1$. Suppose that $g(x)$ doesn't vanish on $\mathbb H\cup\mathbb R$ (so we have $\frac{f_{n}(z)}{g(z)}$ analytic on $\mathbb H\cup\mathbb R$). ...
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144 views

Another Question based on Abel's theorem of multiplication of series

I am trying to show that the $qth$ power of the series $$a_{1}\sin \theta +a_{2}\sin 2\theta +\ldots +a_{n}\sin n\theta +...$$ is convergent whenever $q(1-r)<1$, r being the greatest number ...
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195 views

How to prove that $\lim_{\lambda \rightarrow 0} f*h_\lambda (x)=f(x) $ a.e.

Assume that $h_\lambda(x)=\frac{1}{\pi} \frac{\lambda}{\lambda^2+x^2}$, for $\lambda>0$, $x \in \mathbb{R}$. I know that if $f\in L^p$ then $\lim_{\lambda \rightarrow 0} \|f*h_\lambda -f\|_p =0$, ...
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177 views

Uniform convergence of measures

Let $A\subset[0,1]^n\subset\mathbb{R}^n$ be a closed semi-algebraic set. Let $f_k: [0,1]\rightarrow\mathbb{R}$, $f_k(x_i)=\mu^{n-1}(A_{|_{x_i}}+B^{n-1}_{1/k})$ where $A_{|_{x_i}}=A\cap H^i_{x_i}$ ...
3
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172 views

Convergence of marginal distribution in the case of convergence in distribution

Suppose a random variable $Z_n=(X_n,Y_n)$ takes a value on $A= [0,1] \times B=[0,1]$. We can consider a conditional distribution of $Y_n$ given the realized value of $X_n$. Now suppose $Z_n$ converges ...
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181 views

Uniform convergence of a series

This problem came from the Krantz text ($2^{nd}$ ed. ch. 9, prob. 17): Prove that the series $\displaystyle\sum_{j=1}^{\infty }{\frac{\sin{(jx)}}{j}}$ converges uniformly on compact intervals that do ...
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45 views

Summation Involving Hermite Polynomials

From the generating formula for Hermite polynomials we know that $$ e^{2xz - z^2} = \sum_{n=0}^\infty \frac{H_n(x) \, z^n}{n!} \, . $$ The sum $$ \sum_{n=0}^\infty \frac{H_n(x) \, z^n}{n! ...