MHB Converging almost surely proof

Thread starter oyth94
Start date Jul 24, 2013
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Converging Proof

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To prove that if Xn converges almost surely to X, then f(Xn) converges almost surely to f(X), it is essential to clarify the definitions of Xn, X, and the function f, including its domain and codomain. The discussion suggests that continuity of the function f may be a sufficient condition for the desired convergence. However, there is an interest in exploring whether this condition can be relaxed. The conversation emphasizes the importance of understanding the properties of the function and the nature of convergence in this context. Overall, the proof hinges on the relationship between the convergence of random variables and the behavior of functions applied to them.

Jul 24, 2013

oyth94

How do I prove that given X_n converges almost surely to X, that f(X_n) will converge almost surely to f(X)?

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Jul 24, 2013

Fantini

Gold Member

MHB

Re: converging almost surely proof

Hello oyth! Can you please clarify what is $X_n$, $X$ and what are the domain and codomain of the map $f$? :) Although intuition tells me that probably continuity guarantees what you want, perhaps we can weaken that condition.

Cheers! :D

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