Convergence of sequences and different modes of convergence.

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1answer
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If ${a_i} \to 0$ and $\{ {X_i}\} _{i = 1}^\infty $ is a sequence of iid random variables with zero mean, does ${a_i}{X_i} \to 0$ almost surely?

My problem is slightly more specific than the title of this question: Let $0 < \beta < 1$ and let $\{ {X_i}\} _{i = 1}^\infty $ be a sequence of i.i.d. random variables with $E({X_i}) = 0$. In ...
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0answers
16 views

When does interchangibility of limit and Riemann integral imply uniform convergence?

Let $\{f_n\}$ be a sequence of real-valued functions defined on an interval $[a,b]$ such that each $f_n$ is Riemann integrable, $\{f_n\}$ converges point-wise to $f$, $f$ is Riemann integrable and ...
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1answer
52 views

What is the limit of this product? (SOLVED)

What does this limit equal? $$\lim\limits_{k\to\infty}\left(\prod_{n=1}^kn^{2^{k-n}}\right)^{\frac{1}{2^{k-1}-1}}$$ All that I have tried so far is computation and it does seem to converge. I ...
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2answers
23 views

Convergence when the derivative is uniformly continuous

Let $f: \Bbb R \to \Bbb R$ be a derivable function. $f'$ is uniformly continuous in $\Bbb R$ Prove that $[n(f(x+1/n)-f(x))]$ converges uniformly to $f'(x)$ I'm having a hard time seeing why does ...
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1answer
684 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
33 views

Does $f_n(x)=\cos^n(x)(1-\cos^n(x))$ converge uniformly for $x$ in $[π/4 , π/2]$?

Does $f_n(x)=\cos^n(x)(1-\cos^n(x))$ converge uniformly for $x$ in $[π/4 , π/2]$? Its clear to see that the point-wise convergence is to $0$. By finding the derivative I obtained that the maximum of ...
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6answers
70 views

For which values of $x$ does this series converge?

For which values of $x$ does the series presented below converge? $$\sum_{n=1}^{+\infty}\frac{x^n(1-x^n)}{n}$$ Neither the root test nor the ratio test is of much help - I've tried for ...
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1answer
115 views

Prove series converges absolutely

Dot product is defined $\sum_{n=1}^\infty x_ny_n$. Let V consist of all sequences for which $\sum_{n=1}^\infty x_n^2$ converges. Prove that this series converges absolutely. I know I need to use the ...
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1answer
24 views

A question about a proof in nonlinear programming book

I have a question about the proof of Proposition 1.2.1 (Stationarity of limit points for gradient methods) in the nonlinear programming book (2nd edition) by Bertsekas. At the beginning of the proof ...
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2answers
75 views

If $f_n\to f$ a.e. and are bounded in $L^p$ norm, then $\int f_n g\to \int fg$ for any $g\in L^q$

Suppose $p>1$ and $q$ is its conjugate exponent. Suppose $f_n \rightarrow f~a.e.$ and $\sup_n\|f_n\|_p < \infty $. prove that if $g \in L^q,$ then $\lim_{n \rightarrow \infty} \int f_ng=\int ...
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1answer
36 views

If independent r.v. converge in probability to a constant, do they converge almost surely?

I've seen several examples when a sequence of r.v. converge in probability but not almost surely, yet none of them had the sequence to be independent. Would additional conditions of independence and ...
2
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1answer
34 views

Does convergence in probability preserve the weak inequality?

Suppose I have two sequences of random variables $\{x_n\}$ and $\{y_n\}$ such that $x_n\leq y_n$ and $\text{plim}\;x_n=L_x$ and $\text{plim}\;y_n=L_y$, can I say $L_x\leq L_y$ (almost surely)? Does ...
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1answer
37 views

Is this correct for Rudin exercise 3.7? Prove the series is convergent

This is Baby Rudin exercise 7 of Chapter 3. Prove that the convergence of $\sum{a_n}$ implies the convergence of $\sum{\sqrt {a_k} \over k}$ if $a_n \le 0$. Proof: I will attempt to show that the ...
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1answer
28 views

Simple Question about Monotone Convergence Theorem

Suppose we have a sequence of (discrete) random variables $X_0, X_1, \dotsc$ over $E$ and $A \subseteq E$. Let $Y$ be some other random variable. Moreover, let $Z$ be a random variable with values in ...
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2answers
12 views

On the existence of a particular type of real sequence of functions

Does there exist a sequence of real valued functions $\{f_n\}$ with domain $\mathbb R$ which is uniformly convergent ( on some subset of $\mathbb R$ ) to a continuous function and such that each $f_n$ ...
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4answers
85 views

Convergence of $\sum\limits_{n=2}^\infty \ln\left(\dfrac{n^2}{n^2-1}\right)$

I made sure it passed the nth term test. Next I thought the easiest way, given that it's wrapped in ln, would be to use log rules to make it $\ln(n^2)-\ln(n^2-1)$ and then compare it to $\dfrac ...
36
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0answers
2k views

Limit of sequence of growing matrices

Let $$ H=\left(\begin{array}{cccc} 0 & 1/2 & 0 & 1/2 \\ 1/2 & 0 & 1/2 & 0 \\ 1/2 & 0 & 0 & 1/2\\ 0 & 1/2 & 1/2 & 0 \end{array}\right), $$ ...
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4answers
44 views

Use comparison test to determine convergence

$$\int_{1}^{\infty}\frac{\ln x}{\sinh x}dx$$ I tried several functions and failed to get integrable convergent bigger function. Thanks for help.
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2answers
43 views

Why can the elements of $L^\infty$ be approximated in $L^p$ by $C^1$-functions?

Let $\Omega\subseteq\mathbb R^n$ be a bounded domain and $f\in L^\infty(\Omega)$. From which theorem does the existence of $(f_k)_{k\in\mathbb N}\subseteq C^1(\overline\Omega)$ with ...
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1answer
35 views

Show that if $\sum_{k=1}^m c_k =0 $, $\sum_{n=0}^{\infty} \sum_{k=1}^m \frac{c_k}{nm+k} $ converges.

This is a generalization of this: Is this:$\sum_{n=1}^{\infty}{(-1)}^{\frac{n(n-1)}{2}}\frac{1}{n}$ a convergent series? Here is my solution. To show that if $\sum_{k=1}^m c_k =0 $, ...
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1answer
24 views

Weak convergence in the Sobolev space and compact embeddedness

Let $\Omega\subseteq\mathbb R^n$ be a bounded domain $H:=W_0^{1,2}(\Omega)$ be the Sopolev space $u\in C^0\left(\overline\Omega\times [0,\infty)\right)\cap C^{2,1}\left(\Omega\times ...
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1answer
27 views

Slow convergence simulating log-normal sample from the normal

I am trying to simulate a log-normal random variable $Y$ with mean $m = \mathbb{E}[Y] = 0.001$ and standard deviation $s = 0.094$ by simulating a normal sample instead, and then exponentiating it. ...
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2answers
36 views

Show that the series converges ($l^2$)

I know that $\sum_{k=1}^\infty|y_n|^2=S<\infty$. I also have that $\lambda >1$. I need to show that $$ \sum_{k=1}^\infty \left| \frac{y_1}{\lambda^k} + ...
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1answer
23 views

If $\sum_{k=0}^{r-1} c_k =0 $, and $a_n \to 0$, does $\sum_{n=0}^{\infty} \sum_{k=0}^{r-1} c_ka_{nr+k} $ converge?

This is a generalization of the alternating series convergence result and this: Is this:$\sum_{n=1}^{\infty}{(-1)}^{\frac{n(n-1)}{2}}\frac{1}{n}$ a convergent series? Here is my question: If ...
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0answers
24 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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6answers
153 views

Is this:$\sum_{n=1}^{\infty}{(-1)}^{\frac{n(n-1)}{2}}\frac{1}{n}$ a convergent series?

Is there someone who can show me how do I evaluate this sum :$$\sum_{n=1}^{\infty}{(-1)}^{\frac{n(n-1)}{2}}\frac{1}{n}$$ Note : In wolfram alpha show this result and in the same time by ratio test ...
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3answers
97 views

Determine if this series $ \sum_{n=0}^\infty\frac{n^6+13n^5+n+1}{n^7+13n^4+9n+2}$ converges

Determine if the following series converges: $$ \sum_{n=0}^\infty\frac{n^6+13n^5+n+1}{n^7+13n^4+9n+2}. $$ (http://i.stack.imgur.com/qWiuy.png) I don't know how to start.
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2answers
48 views

Determine if $ \sum_{n \geq 2} \frac{1}{\sqrt[n]{\ln n}}$ congerges

Determine if the following series converges: $$ \sum_{n \geq 2} \frac{1}{\sqrt[n]{\ln n}}.$$ I'm supposed to use here the limit comparison test, but I don't know how to choose the second series.
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2answers
125 views

Convergence of sequence: $f(n+1) = f(n) + \frac{f(n)^2}{n(n+1)}$

I am trying to work out a problem on some old analysis qual exam, and managed to reduce it to this question, but I can't seem to figure out this final step: Consider the sequence defined by the ...
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4answers
69 views

Is it always possible to converge from an integer to another integer? [closed]

Let's say I'm given a fixed integer, I. I'd like to know if it is always possible to find a function, that starting from any random integer J will converge to or oscillate reasonably close (let's say ...
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2answers
120 views

Why doesn't this work for Rudin Exercise 3.8

The problem is 3.8 exercise in baby Rudin: If $ \sum{a_n} $ converges and $\{b_n\}$ is bounded and monotonic, prove that $\sum{a_nb_n}$ converges. Why can't I just do this?: Let $M$ be an ...
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3answers
77 views

Integral Convergence $\sin{x}/x^{3/2}$

Does the following integral converge: $$\int_0^\infty{\frac{\sin x}{x^{3/2}}}dx$$ I have tried to integrate this by parts and arrived at: $$-x^{-3/2}\cos x -\int \frac 12{x^{-1/2}}\cos{x} dx $$ ...
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2answers
70 views

How to prove $f_n$ converge uniformly?

For each $n \in \mathbb{N}$ consider the function $f_n : [0,+\infty) \to \mathbb{R}$ given by $$f_n(x) := \sin\left(\sqrt{4\pi^2n^2+x}\right), \ \ \ \ \forall x \ge 0.$$ Prove that ...
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1answer
18 views

Convergence of a sequence of Hölder continuous functions with respect to the Sobolev norm

Let $\Omega\subseteq\mathbb R^n$ be a bounded domain, $W_0^{1,2}(\Omega)$ be the Sobolev space and $C^{2,\alpha}$ be the Hölder space for some $\alpha\in (0,1]$. Suppose $(u_k)_{k\in\mathbb ...
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2answers
58 views

Question about the Riemann-Lebesgue Lemma proof

Ok, so one of the formulations of the Riemann-Lebesgue Lemma says: $$ f\in L^1(\mathbb{R}) \implies \hat{f}(\omega)\to 0\;\mbox{ when } \;|\omega|\to\infty.$$ I get all the steps of the proof, except ...
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1answer
45 views

Why doesn't this work for Rudin Exercise 8 Chapter 3 series proof?

Okay so Here is the problem: If $\sum{a_n}$ converges and $b_n$ is bounded and monotonic, prove that $\sum{a_nb_n}$ converges. So I can follow the long epsilon based proof and I'm good with all ...
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1answer
303 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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0answers
38 views

what does this mean $n\delta$ where $n\rightarrow \infty$ and $\delta \rightarrow 0$

$\lim_\limits{n \rightarrow \infty} \sup\limits_{\delta \rightarrow 0} \left(n \delta\right)^{-1} \left|T_n(\theta)_{ij}\right| < \infty$ a.s, $1 \leq i \leq p$, $1\leq j \leq p$ what does the ...
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0answers
166 views

Does $\displaystyle \lim_{m \to +\infty}f_{2,m}(x)$ converge?

This is related to a previous question where, as stated there, $f_{2}(n)$ gives the greatest power of $2$ that divides $n$. Specifically the sequence $\lbrace ...
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3answers
65 views

Finding convergence of a series using integral test

The series:$$\sum_{n=1}^{\infty}\left(\frac{\ln(n)}{n}\right)^{2}$$ Question: a) show that it converges b) find the upper bound for the error in approximation $s\approx s_{n}$ Trial: The section ...
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2answers
28 views

convergence in mean when mean is the constant?

For a random sequenc $X_n$, if its expectation $E|X_n|=0$, does that mean it converges in mean to $0$? For convergence in mean to $0$ we need $E|X_n-0|\rightarrow0$
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Improper integrals - Showing convergence.

1)Show that for all $n\in\mathbb{N}$ the following is true: $\int_{\pi}^{n\pi}|\frac{\sin(x)}{x}|dx\geq C\cdot \sum_{k=1}^{n-1}\frac{1}{k+1}$ for a constant $C>0$ and conclude that ...
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3answers
46 views

A sequence of random variables with bounded variance

If $\{X_n\}$ is a sequence of random variable with bounded variance: $$E|X_n^2|\le M<\infty,$$ and $X_n\to X$ in $L^1$, show that $$E|X^2|\le M.$$ I tried to use Fatou's lemma, ...
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0answers
46 views

A divergent sequence of integrals

Let {$s_{n}$} be a sequence of increasing step functions that converges pointwise to a limit function $f$ on an interval $I$ that is unbounded. $f(x)\ge 1$ almost everywhere on $I$ . ...
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1answer
28 views

Sequences of functions that converge uniformly, or pointwise, but not in $L^1.$

I'm reading the book Real Analysis of Folland. When I reached chapter 2 about the different modes of convergence, there's an example Folland gave that confused me: The 2 function sequences: ...
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1answer
66 views

Measure converges to zero

I'm trying solving the following problem: Let $f:[0,1]\to \Bbb{R}$ be a measurable question such that $f(x)>0$ a.e. Let $\{E_k\}_{k=1}^\infty\subset [0,1]$, a sequence of set such that ...
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1answer
20 views

What does the following iteration formula do?

The question is: What does the following interation formula do?: $x_{k+1}=2x_k-cx_{k}^2$. I already tried to identify this with newtons method. I.e. I tried to bring that into the form ...
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1answer
2k views

Bounded sequence and every convergent subsequence converges to L

Let $\{x_n\}$ be a bounded sequence such that every convergent subsequence converges to $L$. Prove that $$\lim_{n\to\infty}x_n = L.$$ The following is my proof. Please let me know what you think. ...
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0answers
33 views

For which starting values the iteration convergences?

Given: $g(x)=\frac{1}{2}(x+\frac{a}{x})$ for $a\in \mathbb R_{>0}$ Question: For which starting values $x_0>0$ does the iteration $x_{k+1}=g(x_k)$ converges? My thoughts: Should I find an ...
4
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2answers
288 views

Show $f_n \rightarrow f$ in $L^2(\mathbb R)$ if $f_n(x) = f(x + x_n)$ where $x_n \rightarrow 0$

This is an old qualifying exam question. My attempt was to say \begin{align}\|f_n - f\|_{L^2(\mathbb R)}^2 &= \int_{\mathbb R} (f(x+x_n) - f(x))^2\\ &= \|f(x+x_n)\| + \|f(x)\| - 2 ...