Reputation
876
Next privilege 1,000 Rep.
Create new tags
Badges
4 11
Impact
~14k people reached

Jan
29
comment Convergence in measure : some questions.
For (1), not necessarily. What if the measure of that set is not 0 but also strictly < 1? For (2), yes. But they are unique up to sets of measure zero. To see this, suppose that $f_n$ converges in measure to both $f$ and $g$...
Jan
25
comment Let $\mu_n$ be a sequence of finite measures on space $(X,M)$ and $\forall E \in M, \lim_{n \to \infty }\mu_n(E)=\mu(E)< \infty $..
Are you not assuming that $f$ is measurable?
Jan
25
answered convergence in distribution of truncated gaussian variables
Dec
16
awarded  Citizen Patrol
Dec
16
comment Submartingale convergence (Durrett 5.3.1)
Actually I think you can, but I also think the point of the problem was to get you to try to use Theorem 5.3.1 and deduce that $P(D) = 0$.
Dec
16
comment Does a random walk with infinite mean ever converge to anything?
Thanks for the pointer. I found a relevant source here (in particular, Theorem 4.5.3): columbia.edu/~ww2040/jumps.html
Dec
16
accepted Does a random walk with infinite mean ever converge to anything?
Dec
15
revised Does a random walk with infinite mean ever converge to anything?
deleted 3 characters in body
Dec
15
asked Does a random walk with infinite mean ever converge to anything?
Dec
15
comment The proof of $\text{lim sup}\frac{\lambda (B)}{m (B)} =0$ if $\lambda$ is singular to $m$
Is this $\lambda$-almost everywhere or $m$-almost everywhere?
Nov
9
accepted Weak convergence of Cesaro sums
Nov
9
comment Weak convergence of Cesaro sums
@Kolmo: well, it definitely can in certain cases, but I guess I'm wondering if there are cases where it doesn't.
Nov
9
revised Weak convergence of Cesaro sums
added 113 characters in body
Nov
9
asked Weak convergence of Cesaro sums
Oct
13
comment Help with understanding point from Nassim Taleb's book “Dynamic Hedging”
Maybe the discussion under "Mathematical definition" on the wiki page will help? en.wikipedia.org/wiki/Volatility_(finance)
Oct
13
comment If $a_n \sim b_n$ and $a_n \leq c_n$, when does $b_n \leq c_n$ also?
@GudsonChou I was just pointing out that your comment contradicts the question. I'm sorry you took offense to that.
Oct
13
comment If $a_n \sim b_n$ and $a_n \leq c_n$, when does $b_n \leq c_n$ also?
@GudsonChou but $a_n/b_n \to 1$, so...
Oct
13
revised If $a_n \sim b_n$ and $a_n \leq c_n$, when does $b_n \leq c_n$ also?
added 73 characters in body
Oct
13
comment If $a_n \sim b_n$ and $a_n \leq c_n$, when does $b_n \leq c_n$ also?
@AndréNicolas good point. maybe for simplicity I will suppose that $a_n$ and $b_n$ alternate only finitely many times.
Oct
13
asked If $a_n \sim b_n$ and $a_n \leq c_n$, when does $b_n \leq c_n$ also?