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Modes of convergence

Controls

Outcome
0.30
00.99
Steps
15
163
Does Xₙ → 0?
  • almost surelyno
  • in probabilityyes
  • in mean, E|Xₙ| → 0yes
  • in distributionyes
Small on average, never settling down
Xₙ = 1 on the bar, 0 elsewhereshare of Ωn = 11n = 21/2n = 3n = 41/4n = 5n = 6n = 7n = 81/8n = 9n = 10n = 11n = 12n = 13n = 14n = 15ω = 0.3001/41/23/41outcome ωfollow ω = 0.30
P(X₁₅ ≠ 0)
1/8 → 0
E|X₁₅|
0.125 → 0
Xₙ(0.30) = 1 at
n = 1, 2, 5, 10, 20, …
limit at any single ω
none

About this tool

The statement that Xₙ gets close to 0 can mean several things. The typewriter sequence of sweeping intervals gets small in probability and on average, yet at every single outcome it keeps returning to 1, so it has no almost sure limit. A shrinking spike converges almost surely but not in mean. The sample mean of coin flips converges in every sense. Switch between the three sequences, raise n and compare what each mode asks for: a fixed outcome, the probability of a large gap, or the average size of the gap.