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Convergence of non increasing sequence of random number |
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| Dec31-12, 01:58 AM | #1 |
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Convergence of non increasing sequence of random number
I have a non-increasing sequence of random variables [itex] \{Y_n\}[/itex] which is bounded below by a constant [itex]c[/itex], [itex]\forall \omega \in \Omega[/itex]. i.e [itex]\forall \omega \in \Omega[/itex], [itex]Y_n \geq c[/itex], [itex]\forall n[/itex]. Is it true that the sequence will converge to [itex]c[/itex] almost surely?
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| Dec31-12, 10:49 AM | #2 |
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Mentor
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Hint: If c is such a constant, what about c-1?
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| Dec31-12, 06:45 PM | #3 |
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| Jan1-13, 04:24 AM | #4 |
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Convergence of non increasing sequence of random number
His point is that if the set is bounded below by c, it is also bounded below by c-1 or, for that matter any number less than c. Just saying "bounded below by c" does NOT tell you very much. You seem to be confusing "lower bound" with "greatest lower bound".
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| convergence, probability, random-variable |
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