Math 2.0

Probability theory and stochastic processes Concept

Convergence in mean

Summary

A sequence of random variables converges in rr-th mean when the expected value of ∣Xn−X∣r|X_n - X|^r tends to 00. The node convergence in mean gives the precise definition.

Further reading

  1. Web https://en.wikipedia.org/wiki/Convergence_of_random_variables, Convergence in mean
About this page
Tag0A2HNZC44K
URIm2://0A2HNZC44K
Aliasesconvergence-in-lp, lp-convergence, convergence-in-r-th-mean
Kindconcept
WritingW1 stated
MSC60F25
SpecializesConvergence of random variables

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