Convergence of sequences and different modes of convergence.

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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 ...
3
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63 views

A basic problem on weak convergence

Let $f_n$ be $2^n$ times the indicator of the set of $x$ in the unit interval for which the digit from $n+1$ to $2n$ is zero in the dyadic expansion of $x$ (lets call it $A_n$). I have to show that ...
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42 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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88 views

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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136 views

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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68 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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291 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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64 views

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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106 views

maximum renewal rate of a Markov chain

Consider a Markov chain $(X_t)$ on a state-space with a countably generated $\sigma$-algebra and assume this Markov chain allows for small sets of order one. This means there exist sets $\mathfrak{S}$ ...
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123 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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191 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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137 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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175 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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250 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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407 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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132 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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193 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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154 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 $A_{|_{x_i}}=A\cap H^i_{x_i}$ ...
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152 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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168 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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16 views

Central limit theorem in multidimension with unknown covariance

Let $X_1,\dots,X_n$ be samples from a distribution on $\mathbb{R}^d$ that has a finite second moment. If $d=1$, $\bar{X}_n=1/n\sum_{i=1}^nX_i$ and $S_n=1/(n−1)\sum_{i=1}^n(X_i−\bar{X}_n)^2$ then ...
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35 views

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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26 views

limiting distribution of a function of joint normals

Let $Z_n=(X_{1,n},X_{2,n})\sim N(\mu,\Sigma_n)$ where $\mu=(0,0)'$ and $$\Sigma_n=\begin{bmatrix}a^2+\frac1n & ab \\ab & b^2+\frac1n\end{bmatrix}$$ Then where does ...
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178 views

Integrating an infinite sum (statement from paper)

Let us work on a bounded domain $\Omega$ with Neumann BCs, with $\varphi_k$ and $\lambda_k$ being the orthonormalised eigenvectors and eigenvalues of the Neumann Laplacian. Define $$v(x,y) = \sum_{k ...
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34 views

Describing convergence with probability $1$ in “finite” terms, proof correct

I tried to solve the following exercise: Show that $Z_n \to Z$ with probability $1$ if and only if for every $\varepsilon$ there exists some $n$ such that $P(|Z_k - Z| < \varepsilon, n \le k ...
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92 views

Proof by induction that $\sum\limits_{k=1}^n \frac{1}{3^k}$ converges to $\frac{1}{2}$

This is by far my most ambitious proof attempt to date and I'm not very good at them; so even if the proof is correct I would still appreciate feedback on nomenclature, clarity, elegance, etc... ...
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33 views

Why is convergence of measures tested against functions?

This question is to help my intuition. Why do we test the convergence of measures against different classes of functions and not use definitions like: If $(B,\mathcal{B})$ is a measurable space then ...
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27 views

Under what conditions on the experiment does bootstrapping work?

For a proof I would like to pretend that the uniform distribution on a finite set of samples from a 'source' eventually becomes the source's distribution a.s. when you keep adding samples. I am not ...
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34 views

Radius of Convergence of power series of Complex Analysis 111

I need to find radius of convergence of this complex power series $$\sum_{i=1}^\infty {e^{in-2in^2}+in \over n^3+3^{in}}{(z+1-i)}^n$$ I tried ratio test and also Cauchy Hadamard but nothing seems to ...
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29 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 ...
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29 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 ...
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48 views

Convergence of a Markov Chain to the normal distribution

If $i$ is a state of an irreducible, postive recurrent Markov chain $X$, and $V_n$ is the number of visits to $i$ between times $1$ and $n$, and further $\mu=\mathbb{E}_i(T_i)$ and ...
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61 views

Unifrom Convergence of series of product of two sequences

Suppose {$f_n$}, {$g_n$} defined on $E$ and, (a) $\Sigma f_n$ has uniformly bounded partial sums; (b) $g_n \to 0$ uniformly on $E$ (c) $g_1(x)\geq g_2(x)\geq g_3(x)\geq ...$ for every $x \in E$. ...
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169 views

Series convergence question

This question occured to me in the context of ARMA time series analysis: Let $\alpha_n\geq 0,\, n= 1,2,\dots$ such that $\sum_{n=1}^\infty\alpha_n = 1$ and define the sequence ...
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30 views

Invertibility of Fourier Transform implies a.e. convergence of Fourier Series?

I am attempting to read Michael Lacey's proof (http://people.math.gatech.edu/~lacey/research/esi.pdf) of Carleson's Theorem about the almost everywhere pointwise convergence of Fourier Series of $L^2$ ...
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26 views

Formal Expansion of another Expansion

Given a function $f(x)=\sum_{n=1}^{\infty}\frac{c_n}{x^n n!}$, where $c_n$ are constants, we want to find the formal series expansion of the function $g(x)=\exp(f(x))$ in terms of $x$. I want to ...
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32 views

Proving a result using Riemann-Stieltjes integration

Let $(\alpha_n)_{n=1}^\infty$ be a sequence of monotonically increasing functions on $[a,b]$ such that the series $\sum_{n=1}^\infty \alpha_n(a)$ and $\sum_{n=1}^\infty \alpha_n(b)$ converge. I must ...
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22 views

Multivariate Delta Method

If I have a $\sqrt{N}$ asymptotic normal estimator (call it $\boldsymbol{\theta}$, possibly a vector). Say I want to find the asymptotic distribution of $g(\boldsymbol{\theta})$ and suppose ...
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118 views

Show the following series converges to $\frac{1}{e}$.

Let $\tau \in \mathbb{N} $ whereas $\tau$ fulfils the following condition: $$ \sum_{i= \tau}^{n-1} \frac{1}{i} \lt 1\le \sum_{i=\tau-1}^{n-1} \frac{1}{i}$$ Prove that $$\lim_{n \to \infty} ...
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38 views

A characterization of quadratic variation for $L^2$ martingales

I am trying to prove the following statement but I am totally at a loss. Let $(A_t)$, $t \in \mathbb{R}^+$ be an adapted (with respect to the filtration $(\mathcal{F}_t)$) continuous integrable ...
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56 views

On convergence of the series $\sum_{k=3}^{\infty}\binom{k-1}{2}p^3(1-p)^{k-3}$

Given a number $0 \le p \le 1$ calculate if: $\sum\limits_{k=3}^\infty \binom{k-1}{2} p^{3}(1-p)^{k-3} = 1 $ So: $\sum\limits_{k=3}^\infty \binom{k-1}{2} p^{3} (1-p)^{k-3} = \sum\limits_{k=3}^\infty ...
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39 views

Sequences and series of $\tan^n x$

Please help me with this question: Investigate the convergence of the sequence $$\tan x, \quad \tan^2 x, \quad \tan^3 x, \quad \dots, \quad \tan^n x$$ for $x \in (-90^\circ, 90^\circ)$. ...
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34 views

Convergence of derivative in L1

Let $F(x)$ be a distribution function over $\mathbb{R}$ with positive derivative at origin $f(0)$. Let $Q$ be a measure on $\mathcal{B}(\mathbb{R})$. Can we have following results under some ...
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20 views

Relation between monotone and dominated convergence theorem and related questions

In the lecture, we often use monotone and dominated convergence. Since I have not studied maths, I have some problems understanding it, so it would be very helpful if you could try to explain it to me ...
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28 views

Wondering about limit comparison test and its application

I have a question about the limit comparison test. In particular if it is valid to use in the question I will post. I am interested in determining wether the series $$\sum_{n=2}^\infty ...
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20 views

Convergence of time-slice measures to convergence in law

Question: Are there some conditions that allow one to go from finite dimensional distribution convergence to convergence in path space? Motivation: Consider a sequence of measures for e.g. solutions ...
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41 views

Does the sum $\sum_{n=1}^{\infty}{a_nb_n}$ converge(fourier series coefficients)?

Let $f\in H(0,2\pi)$, with inner product $<f,g>=\int_0^{2\pi}{f(t)g(t)dt}$ $S_f=a_0 + \sum_{n=1}^{\infty}{a_ncos(nx)}+\sum_{n=1}^{\infty}{b_nsin(nx)}$, is the fourier series for f. Where ...
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64 views

Continuity of $t\mapsto \mathbb E X_t$

Is the following statement and its proof correct? Do you know this or related results and where I could read more about such things? Lemma: If $X$ is a right-continuous process, and the collection ...
2
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79 views

Show that if $b_k\uparrow \infty$ and $\Sigma_{k = 1}^\infty a_kb_k$ converges, then $b_m \Sigma_{k = m}^\infty a_k → 0$ as $m → \infty$.

Suppose that $\Sigma_{k=1}^\infty a_k$ converges. Prove that if $b_k\uparrow \infty$ and $\Sigma_{k = 1}^\infty a_kb_k$ converges, then $b_m \Sigma_{k = m}^\infty a_k → 0$ as $m → \infty$. Attemtp: ...