Convergence of sequences and different modes of convergence.

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1answer
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CDF and Convergence of Maximum of Sequence of i.i.d. R.V. of Random Length

Let $X_1,X_2,...$ be i.i.d random variable $U(0,1)$ distributed. Let $N_m$ be $Poisson(m)$ and independent of each $X_i$. i)Find the cumulative density function of ...
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11 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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28 views

Boundedness of the function

Let $x\in(0,1)$ and $S_{n-1}=\sum\limits_{k=0}^{n-1}x^k$. Then define $f$ as the following :$$f(x)=\sum_{n=1}^{\infty}x^n\left(\frac{n}{S_{n-1}}-1\right)$$ I need to show that ...
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1answer
673 views

Is $\sum_{n=1}^{\infty} \frac{ \sqrt{n + 1} (n + 1)! }{ e^{n + 5} }$convergent or divergent

I have worked on this my answer is L= Div and B Consider the series $\displaystyle \sum_{n=1}^{\infty} a_n$ where $$a_n = \frac{ \sqrt{n + 1} (n + 1)! }{ e^{n + 5} }$$ In this problem you must ...
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1answer
23 views

Characteristic Function and Convergence in Distribution of Sequence of R.V.

I am trying to solve the following: Let $X_1,X_2,...$ be a sequence of random variables with $P(X_n=\frac{k}{n})=\frac{1}{n}, k=0,1,2,...,n$. Find the characteristic function of $X_n$ and show that ...
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1answer
37 views

Prove that $\prod_1^{\infty}(1-a_i) > 0$ iff $\sum_1^{\infty}{a_i} < \infty$

Suppose $\{a_i\}_1^{\infty} \subset (0,1)$ a) $\prod_1^{\infty}(1-a_i) > 0$ iff $\sum_1^{\infty}{a_i} < \infty$ b) Given $\beta \in (0,1)$, exhibit a sequence $\{a_i\}$ such that ...
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3answers
57 views

Use the comparison test to find whether $\int_0^\infty 1/(x^2+1)^2\,dx$ converges or not

I was thinking what function I should compare it to. If I say whether a function is smaller or bigger than this one, then I must prove that. I was thinking of (x+1)^2 but I realized that this ...
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4answers
52 views

How do I determine $r$ in this geometric series $a+ar+ar^2+\cdots$? [on hold]

The geometric series $a+ar+ar^2+\cdots$ has a sum of $12$, and the terms involving odd powers of $r$ have a sum of 5. What is $r$? Thank you for any help .
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32 views

Convergence of Sequence Proof Question

I have just learned about the convergence of a sequence with the epsilon definition. So when we try to prove a limit of the sequence, what are we doing essentially (with respect to the definition)? ...
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75 views

How do I evaluate this : $\int_{0}^{\infty} \ln \left( 1 + \frac{a^{2}}{x^{2}}\right)\ dx $ for $a > 0$?

How do I evaluate this integral if I supposed that : $a > 0$ $$\int_{0}^{\infty} \ln \left( 1 + \frac{a^{2}}{x^{2}}\right)\ dx .$$ For $a=2$ I have got : $2\pi$ I think the result will be : ...
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0answers
41 views

Is the field of real algebraic numbers a complete field?

Let $\mathbb{R}_{alg}$ be the field of real algebraic numbers. Is there exist a metric $|\cdot|$ for which $(\mathbb{R}_{alg}, |\cdot|)$ is a complete field (i.e. any Cauchy sequence converges in ...
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4answers
122 views

Does this series converge, and if so to what value?: $\sum_{n=0}^\infty \left\{\frac{1}{(n+1)^2} \right\}\ln(2n+1)$

I've arrived at this series from a given sequence of terms, but now I'm at a loss as to how to proceed... How does one know which convergence test to use? This isn't a geometric series, so I don't ...
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2answers
62 views

find $\lim_n\frac{a^\frac1n}{n+1}+\frac{a^\frac 2n}{n+\frac 12}+…+\frac{a^\frac nn}{n+\frac 1n}$ using Riemann integral

Here is the question: prove that $S_n=\frac{a^\frac1n}{n+1}+\frac{a^\frac 2n}{n+\frac 12}+...+\frac{a^\frac nn}{n+\frac 1n}$ is convergent for $a>0$ then find its limit. My attempt: If we accept ...
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92 views

Does the harmonic series converge if you throw out the terms containing a $9$?

I found this very amusing comic on the internet the other day: The last frame seems to claim that the harmonic series converges if you throw out all the terms with a $9$ in the denominator. Is this ...
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1answer
40 views

Showing Convergence in Distribution for Conditional Random Variable

I am trying to prove the following: Let $X$ and $Y$ be random variables such that $Y | X = x$ ~ $N(0, x)$ with $X$ ~ $Po(\lambda$). Show that $\frac{Y}{\sqrt{\lambda}} \to N(0,1)$ in distribution as ...
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0answers
76 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 ...
2
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1answer
52 views

Showing Convergence in Distribution of Continuous Function of Sums of R.V.s

I am trying to solve the following: Let $X_1, X_2, . . .$ be i.i.d. r.v.s with mean $\mu$ and positive, finite variance $\sigma^2$, and set $Sn = \sum_{k=1}^{n} X_k, n ≥ 1$. Suppose that $g$ is twice ...
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623 views

Non-decreasing sequence of random variable convergence in probability implies it also converges almost surely.

The problem stated as follow: Suppose $X_1 \leq X_2 \leq \cdots$ and $X_n \xrightarrow[]{p} X$. Show that $X_n \to X$ a.s. I'm think about may be use the continuity of probability measure, but I ...
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1answer
24 views

If ${f_n}$ converges to $f$ in $L_p$ sense and to $f'$ point-wisely, does it mean $f=f' a.e.$?

The question came into my mind when I read a theorem from Kubrusly's "Measure Theory: a First Course", saying that if $f_n\rightarrow f'$ uniformly and $f_n\rightarrow f''$ in $L_p$ sense, then ...
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59 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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1answer
57 views

Show that $ Y/\sqrt{\lambda } \xrightarrow{d} N(0,1) $ as $ \lambda \rightarrow \infty $

Given that the characteristic function for Y is $$ \varphi_Y (t) = e^{\lambda (e^{-t^2/2}-1)} $$ Show that $$ Y/\sqrt{\lambda } \xrightarrow{d} N(0,1) $$ as $$ \lambda \rightarrow \infty $$ I've ...
3
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1answer
46 views

Proving a Variation of the the Central Limit Theorem

I am trying to prove the following: Let $X1, X2, . . .$ be positive, i.i.d. r.v.s with mean $\mu$ and finite variance $\sigma^2$, and let $S_n = \sum_{k=1}^{n} X_k$ , $n \ge 1$. Show that $\frac{S_n ...
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1answer
51 views

Convergence of $\int _{-\infty}^{+\infty}\sin(cx)dx$

At this forum there is an abundance of questions regarding the convergence of integrals and sums of infinite series. The mathematicians who answer these questions emphasize that only under strict ...
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1answer
556 views

Convergence of Monotone sequences? example

An example of an unbounded increasing sequence that satisfies the assumptions of the convergence of monotone sequences...? According to the convergence of monotone sequences if a sequences is ...
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1answer
43 views

suppose n is a natural number , prove equation $x^n+nx-1=0$ exist an unique real positive root $x_n$

suppose n is a natural number prove : equation $x^n+nx-1=0$ exist an unique real positive root $x_n$ ; and when $a>1$,$\sum_{n=1}^{\inf}x^a_n$ converges.
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407 views

how to show the convergence of an algorithm

I have two unknown variables x and y which are non linear equations to be solved. \begin{eqnarray} y=\frac {|\sin(2x+\theta)|}{\sin x\sqrt{A+2B\cos(2x+\theta)}} \nonumber \\ x=\arccos\bigg( ...
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1answer
34 views

Convergence in Probability for a Sequence of Random Variables

I am trying to solve the following: Let $\{X_n, n ≥ 1\}$ be a sequence of i.i.d. random variables with density $f(x) = e^{−(x−a)}$, for $x ≥ a$ and $f(x) =0$, for $x < a$. Set $Y_n = \min(X_1, ...
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0answers
21 views

Proving convergence in L1 of a sequence of functions given by integrals

I am required to prove that $x\mapsto\int_x^{x+1/n} n f(y)dy$ converges in the $L^1$ sense to $f$, knowing that $f\in L^1$. My current attempt is: after a variable change, I've rewritten ...
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2answers
53 views

Convergence in Probability Proof

I am trying to show the following: Let $X_1, X_2, . . .$ be $U(0, 1)$-distributed random variables. Show that $max_{1\leq k\leq n}X_{k} \to 1$ as $n \to \infty$ in probability. I am not sure where ...
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1answer
70 views

Determine convergence of the series $\sum\limits_{n=2}^{\infty}\frac{\cos(\ln(\ln(n))}{\ln(n)}$

How to determine convergence of the series $\sum\limits_{n=2}^{\infty}\frac{\cos(\ln(\ln(n))}{\ln(n)}$ ? I tried to get somewhere with Integral criteria and with comparing to other series but ...
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1answer
38 views

Can anyone prove D'Alembert Criterion (Dalambert) criterion for converging positive sequences?

This will most likely be on the exam, but it is not given in the text book. In my notebook I have this proof which I will type out, but it makes no sense. Here it goes: $$\text{D'Alembert ...
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43 views

When are both $\sum_{n=0}^\infty \log(a_n)$ and $\sum_{n=0}^\infty a_n$ convergent?

I'm new to this site. Can someone give me some examples of when both: $$\sum_{n=0}^\infty \log(a_n)\qquad \text{ and }\qquad \sum_{n=0}^\infty a_n$$ are convergent?
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51 views

How do I show :$\sum_{n=0}^{\infty }\frac{(-1)^n}{n+1}=\ln2$? [closed]

How do i show this : $$\sum_{n=0}^{\infty }\frac{(-1)^n}{n+1}=\ln2\text{ ?}$$ Thank you for any help
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1answer
294 views

Uniform convergence of $f_n = (n^a x^2)/(n^2 +x^3)$

My question is, if you have the sequence $$f_n = \frac{n^\alpha x^2}{n^2 +x^3}$$ on $[0, \infty)$, for values of a for $0<\alpha<2$ does the sequence uniformly converge? I guess another way to ...
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1answer
163 views

How do I evaluate this sum :$\sum_{n=0}^{\infty} \frac{\sin(n!)}{\cos(n!)}$?

How do I evaluate this sum :$$\displaystyle\sum_{n=0}^{\infty} \frac{\sin(n!)}{\cos(n!)}$$ Note : I used many criterions of convergence to show if it converges but i didn't up. Thank you for any ...
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2answers
44 views

Almost sure convergence of $\max(X_1, X_2,\ldots,X_n)$.

$X_1, X_2,\ldots, X_n$ are independent with uniform distribution on $[0,a]$. Prove that $\max(X_1, X_2,\ldots,X_n) \rightarrow a$ almost surely. Ar first I look for the probability distribution i.e. ...
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1answer
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$u=\sum (u,\varphi_k)_{L^2}\varphi_k$ vs $u(x)=\sum (u,\varphi_k)_{L^2}\varphi_k(x)$ and related questions

I have some doubts after reading several threads. Let us work on a bounded domain $\Omega$ with Neumann BCs, with $\varphi_k$ and $\lambda_k$ being the orthonormalised eigenvectors and eigenvalues of ...
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1answer
33 views

Convergence rate of a function

I'm having a difficult time working out the details of the following problem. I'm hoping someone may be able to point me to a reference or suggest an approach. I have three matrices $(A, B, C)$ and ...
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58 views

dominated convergence theorem application

Prove or disprove this statement: if $f_n : \mathbb R \to \mathbb R$ are integrable functions with $f_n \to 0$ pointwise and $|f_n(x)| \le \frac{1}{|x| + 1}$ for all $n$, $x$, then $\lim\limits_{n ...
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1answer
24 views

Convergence of subsequence of partial sums implies full convergence?

Define $S_n = \sum_{j=1}^n a_j$ a sum of real numers. Suppose there is a subsequence such that $S_{n_j} \to S$ for some $S$, i.e., the infinite sum converges along this subsequence. Does this imply ...
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4answers
94 views

How would you prove this converges? $\sum_{1}^{\infty} \frac{(-1)^n}{[n-(-1)^n]^{\frac{2}{3}}}$

How would you check if this converges or not? $$\sum_{1}^{\infty} \frac{(-1)^n}{[n-(-1)^n]^{\frac{2}{3}}}$$ It looks like a telescopic sequence so I thought I'd first write the beginning values: ...
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35 views

Limit of integrals of simple functions over a finite measure

We are given a sequence of simple functions $f_n:\mathbb{R}^2\rightarrow \mathbb{R}$ which converge pointwise to a continuous limiting function $f$. We also have a bunch of positive, finite measures ...
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544 views

Integral of odd function doesn't converge?

When I look up $$\int_{-1}^1 \dfrac{1}{x} dx$$ on Wolfram Alpha, it says it doesn't converge. While this is a sum of two diverging integrals, the two areas are clearly symmetric, and I'd assume the ...
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1answer
28 views

How do I find the interval of convergence?

Suppose I have: $$\sum \cfrac{(-1)^n}{\sqrt{n}}x^n$$ If I use the ratio test, I get $$\cfrac{1}{\sqrt{1+\frac{1}{n}}}|x|$$ Why can it be said the radius of convergence here is $1$? Disregard the ...
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3answers
67 views

Integral test for convergence of $\frac{1}{\ln x}$ [closed]

I want to know if $$\int_0^1 \frac{1}{\ln x}\, dx$$ converges or not.
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16 views

Limits and Convergence of sequences in the form of $(k, k^2, 1/k)$

I'm dealing with proving the convergence and limits of sequences that are defined by multiple points, such as $$ \left(k, k^2, \frac{1}{k}\right) $$ and I'm not sure how to go about doing it. I'm ...
0
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1answer
35 views

find the interval of convergence for all x [closed]

$$\sum_{n=1}^\infty \frac{(x+5)^n}{(-3)^n \sqrt{n}}$$ I have been asked to find the interval of convergence. I don't know how go about this problem.
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1answer
36 views

Prove completeness of a metric space

Let $\mathcal{K} = \{A \subset \mathbb{R}^N| A \neq \emptyset, A \text{ closed and bounded with respect to the euclidean metric} \}$ Let us define $A_\epsilon = \bigcup_{x \in A}U_\epsilon(x)$, where ...
0
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1answer
24 views

Convergence of Series for tangent (only convergence or divergence)

$$\sum_{n=17}^{\infty}\left(\tan\left(\frac{1}{n}\right)\right)^2 \ \ $$ My first guess is to write the series as integral. And use the substitution for u=1/n. That changes my upper and lower ...
4
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4answers
148 views

How to prove that $\sum_{1}^{\infty} \frac{1}{n^3} \le 1.5$

I have this sequence: $$\sum_{1}^{\infty} \frac{1}{n^3}$$ and I need to prove that: $\sum_{1}^{\infty} \frac{1}{n^3} \le 1.5$ So basically I know that this sequence converges using the integral ...