Convergence of sequences and different modes of convergence.

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1answer
14 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
26 views

Convergence of this alternating series: $\sum_{k=0}^\infty \frac{(-1)^k}{(k+1)C^k} = C \log \frac{C+1}{C}$

I "heard" the following formula for any $C \ge 1$: $\sum\limits_{k=0}^\infty \dfrac{(-1)^k}{(k+1)C^k} = C \log \dfrac{C+1}{C}$ Is it correct? What would be a proof?
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2answers
31 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 $n→∞$ ...
4
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0answers
32 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
14 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
15 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
645 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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0answers
23 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
32 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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1answer
541 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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260 views

Fermat's last theorem generalization [closed]

Conjecture: Let $g$ is a positive algebraic number greater than two, then the equation ($x^g+y^g=z^g$) doesn't have any solution, where ($x, y$ and $z$) are three distinct positive coprime integers ...
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1answer
11 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
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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0answers
35 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} ...
4
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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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0answers
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 ...
2
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1answer
26 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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0answers
40 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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0answers
13 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 ...
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0answers
16 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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995 views

Find the exact value of the infinite sum $\sum_{n=1}^\infty \{\mathrm{e}-(1+\frac1n)^{n}\}$

How can we find the exact value of the infinite sum $$ \displaystyle\sum_{n=1}^\infty \left\{\mathrm{e}-\Big(1+\frac1n\Big)^n\right\}? $$ This problem appears in: T. Andreescu, T. Radulescu & ...
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0answers
23 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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1answer
27 views

Why $N= max(2,\frac {2}{\epsilon})$ for $|a_n -L|<\epsilon $ convergence problem [on hold]

Using the proof development strategy used regarding the proposition (for all $\epsilon \in \mathbb{R}^+$ there exists an $N \in \mathbb{R}^+$ such that $|a_n - L| < \epsilon$ for all $n > N $) ...
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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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2answers
71 views
+50

Let $a_{2n-1}=-1/\sqrt{n}$ for $n=1,2,\dots$ Show that $\prod (1+a_n)$ converges but that $\sum a_n$ diverges.

Let $a_{2n-1}=-1/\sqrt{n}$, $a_{2n}=1/\sqrt{n}+1/n$ for $n=1,2,\dots$ Show that $\prod (1+a_n)$ converges but that $\sum a_n$ diverges. What I have found so far is that $\prod_{k=2}^{2n} ...
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6 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 ...
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1answer
27 views

Can somebody explain the notation $f \in C^4$

To give some context the full question is: Suppose $f \in C^4$ in a interval containing the root $\alpha$ and that Newton’s method gives a sequence of iterates $\{x_k\}$, $k = 0, 1, 2, \dots$ which ...
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2answers
1k views

matrix multiplication convergence problem

Suppose A is a square matrix. Does $A^n$(matrix multiplication) converge when n is an infinite big number? Is it always true or under certain circumstances?
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3answers
43 views

Can I use the Dirichlet's test to prove the convergence of $\sum_{n=1}^N \frac{e^{in}}{n}$?

I am trying to state that $$\sum_{n=1}^\infty \frac{e^{in}}{n}$$ converges. Is it correct that $|\sum_{n=1}^N e^{in}|\leq M$ for every positive integer $N$? I.e use $e^{in}$ as the $b_n$ term in ...
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2answers
75 views

Baire one functions, characteristic functions of intervals

Do you think you could help me prove that characteristic functions of intervals are Baire one functions? And is it true that linear combinations of Baire one functions are also Baire one?
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2answers
28 views

Series definied by recurrence relation

Define a sequence recursively by $$\large{a_1 = \sqrt{2},a_{n+1} = \sqrt{2 + a_n}}$$ (a) By induction or otherwise, show that the sequence is increasing and bounded above by 3. Apply the monotonic ...
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15answers
8k views

How can I evaluate $\sum_{n=0}^\infty (n+1)x^n$

How can I evaluate $$ \sum_{n=1}^\infty \frac{2n}{3^{n+1}} $$ I know the answer thanks to Wolfram Alpha, but I'm more concerned with how I can derive that answer. It cites tests to prove that it is ...
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1answer
25 views

Is it possible to exhibit a collection of sets

Let a subset $D$ of the natural numbers be called convergent or divergent when the associated series $\sum_{d \in D} \frac{1}{d}$ converges or diverges. Define a topology on $\Bbb{N}$ by defining the ...
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2answers
60 views

prove or disprove convergence [duplicate]

Im trying to prove or disprove the following , but I am having a hard time. It seems that the statement is true , but I have no idea how to prove it. If \begin{equation*} \sum_{n} a_{n}^2 ...
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1answer
177 views

Convergence of Ornstein-Uhlenbeck process as a scaled Brownian Motion

Let $W$ be a standard Brownian motion. Let $\alpha,\sigma^2 >0$, and let $X_0$ be a $\mathbb{R}$-valued random variable with distibution $\nu$ that is independent of $\sigma(W_t,t\geq 0)$. Now ...
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0answers
23 views

Sums convergent but not uniformly convergent on [0,1]

Show that both $\sum_{n=1}^{\infty} ({1-x}){x^n}$ and $\sum_{n=1}^{\infty} (-1)^n({1-x}){x^n}$ are convergent on [0,1] but only one converges uniformly. Which one? Why? I was playing around with the ...
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1answer
29 views

Explicit example of normal family

Suppose $\mathscr F \subset H(\Omega$) for some region (i.e. open connected) $\Omega$. ($H(\Omega)$ means the set of all holomorphic function in $\Omega$) We call $\mathscr F$a normal family if every ...
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1answer
19 views

convergence of $\int_{x=0}^{\infty}x^{-\frac{M-1}{2}-N}(1-e^{-x})^{M-1}e^{-x}dx$

I am trying to study the convergence of $$\int_{x=0}^{\infty}x^{-\frac{M-1}{2}-N}(1-e^{-x})^{M-1}e^{-x}dx,$$ where $M$ and $N$ are positive integers. I've tried some $M$ and $N$, and it seems that ...
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1answer
32 views

Define $(a_n)_{n\in \mathbb{N}}$ by $a_n:=\prod_{k=2}^n (1-\frac{1}{k^{1+c}})$. Does $\lim_{n\to\infty} a_n=0$ hold? [closed]

Let $c\in \mathbb{R},c>0$ and define the sequence $(a_n)_{n\in \mathbb{N}}$ by $a_n:=\prod_{k=2}^n(1-\frac{1}{k^{1+c}})$. Does $\lim_{n\to\infty} a_n=0$ hold?
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3answers
245 views

Question on convergence of improper integral

For what values of $\alpha$ is the following integral convergent? $$\int\limits_{-\infty}^{\infty}\frac{|x|^\alpha}{(1+x^2)^m}dx$$ Should the limit comparison theorem be used in this case? I am not ...
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2answers
50 views

Find the radius of convergence of a power series.

Consider the power series $$\sum_{n=0}^{\infty}a_nx^n$$ where $a_0=0$ and $a_n=\frac{\sin(n!)}{n!}$ for $n≥1$ Let $R$ be the radius of convergence then $R≥1$ $R≥2π$ $R≥π$ My attempt: I used the ...
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0answers
32 views

series and dyadics [duplicate]

I'm in Calc II and am unfamiliar with what dyadics is but my teacher said that it's possible to find the sum of $\frac{\cos n}{n^2}$ by using dyadics. Would you mind laying out a step by step? ...
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4answers
51 views

Determine the convergence of sequence $\tan^2(1/n)$

How to determine the convergence of sequence $$ \sum^\infty_{n=1} \tan^2(1/n) $$ I have used the divergence test $$ \lim_{n\to\infty} \tan^2(1/n) = \tan^2(0) = 0 $$ So we can't say if it diverge ...
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1answer
28 views

How to find out if a sequence with exponentiation in fraction is convergent

I need to find the convergence of this function: $\sum^{\infty}_{x=1}{\frac{(x+1)^{x^2}}{x^{x^2}2^x}}$ Now my problem is, I have no clue how to do this (I tried the root-test and it did not work ...
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1answer
25 views

Alternating series convergence test

I have a series $\sum_{n=1}^\infty c_n x^n$ where $c \le c_n \le C$. I can determine radius of convergence easily by the root test, but how does one determine convergence for $x = -1$? It is not a ...
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2answers
37 views

Finding the radius of convergence of a power series, $\sum_{n=1}^{\infty} a_n x^n$.

I have to detemernine the radius of convergence of the power series $\sum_{n=1}^{\infty} a_n x^n$, where $(a_n)_{n=0,1,2,...}$ is given by $a_n=2-\dfrac{1}{2}a_{n-1}$ with $a_0=2/3$. So far I've ...
2
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0answers
31 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 ...
2
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4answers
76 views

Convergence of $\sum_{n=0}^{\infty} \left(\sqrt[3]{n^3+1} - n\right)$

I have encountered the following problem: Determine whether $$\sum \limits_{n=0}^{\infty} \left(\sqrt[3]{n^3+1} - n\right)$$ converges or diverges. What I have tried so far: Assume that $a_n = ...
2
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1answer
39 views

Prove that $\lim_{n\to \infty}\langle \operatorname{erfc}(-nx), \phi\rangle =\langle H_0, \phi\rangle $

Define the error function $\operatorname{erf}(x)$ as: \begin{equation} \operatorname{erf}(x):=\frac{2}{\sqrt{\pi}}\int_{0}^{x}e^{-y^2}dy \end{equation} and ...
2
votes
2answers
60 views

Absolute and conditional convergence of function series

I have a problem. I have to explore absolute and conditional convergence of this function series Unfortunately. I didn't find in my reference any words about "absolute and conditional", Instead ...