The convergence tag has no wiki summary.

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### Weak convergence in measure for negligible sets.

Let $X$ be a Polish space and $(P_n)$ a sequence of Borel probabilities which converges weakly in measure to a Borel probability $P$. By this i mean that for any $f\in C_b(X)$ which is continuous and ...

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### Limit with theorem of dominated convergence

Let $f\in L^{2,s}(\mathbb{R}^3)=\bigg\lbrace u\bigg|\int_{\mathbb{R}^3}dx\,|u(x)|^2(1+|x|^2)^s<\infty\bigg\rbrace$ ($s>\frac{1}{2}$)
I have to calculate this limit
$$\lim_{|x-y|\to ...

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### Convergence in norm of Sobolev spaces

I consider, for $s>\frac{1}{2}$, the space $L^{2,-s}(\mathbb{R}^3)=\bigg\lbrace{f: \int_{\mathbb{R}^3}|f(x)|^2(1+|x|^2)^{-s}<\infty\bigg\rbrace}$ and I have to show that the function ...

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### Exponential Ergodicity for Reflected Brownian Motion in a Bounded Domain

Assume we have a reflected Brownian motion in a smooth bounded domain $D \subseteq \mathbb R^d$. It can have nonzero (but constant) drift, non-identity (but constant) covariance matrix, and oblique ...

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### Central Limit Theorem for additive function of permutations of sequences

Fix the finite sets $\mathcal{X}$ and $\mathcal{Y}$, and probability mass functions $P_X(x)$ and $P_Y(y)$ on these sets. Assume each value of $P_X(x)$ and $P_Y(y)$ is rational.
For each $n$ such ...

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### Statistical properties of principal components and their convergence rates.

Hello everyone, I'm interested in doing statistical tests on properties of principal components, but none of the literature I've found so far seems quite right for my purposes. Many articles present ...

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### Central Limit Theorem (and Berry-Esseen theorem) for non-independent variables

Consider the triangular array $X_{n,k}$ such that, for each $n>0$, the variables $(X_{n,1},\cdots,X_{n,n})$ have the following properties:
For any given $1 \le L \le n$, all
subsets of
...

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### convergence of sets and limit of an integral

Let $X\subset\mathbb{R}$ and $Y\subset\mathbb{R}$ be compact sets.
Let $f:X\times Y\rightarrow\mathbb{R}$ be a $C^{1}$ function.
Let $s:Y\rightarrow X$ be a function (not necessarily continuous).
...

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### Is an L_1 bounded sequence of random variables with uniformly converging CDFs uniformly integrable?

Changing my question in light of Dan's answer. Thanks, Dan.
Consider a sequence of real random variables $X_i$ bounded in $L_1$, that is $\mathbb E\left|X_i\right|\leq M$ for all $i$. Suppose that ...

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### Failure of the Pointwise Ergodic Theorem

It is known that Birkhoff's pointwise ergodic theorem (unlike von Neumann's mean ergodic Theorem) fails to hold for general Folner sequences.
The counter-example usually given is the Folner sequence ...

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### Does martingale convergence hold for arbitrary time?

Let $\{\mathcal B_i:i\in I\}$ be a family of $\sigma$-algebras (over the same set $\Omega$) which are totally ordered by inclusion, in the sense that for any $i,j\in I$ either $\mathcal ...

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### Ultralimit versus partial limit

Let $\omega$ be a nonprincipal ultrafilter on $\mathbb N$.
A standard construction gives an $\omega$-limit, say $x_\omega$, for any bounded sequence $(x_n)$ of real numbers.
Namely, there is unique ...

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### Series with iterated log's: does it converge?

This came up in our office today. Let
$$f(x) = \begin{cases} x & \mbox{if } x\leq 1 \cr x\cdot f(\ln(x)) & \mbox{otherwise}\end{cases}$$
Does this series converge?
$$ \sum_{n=1}^\infty ...

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### On methods for dealing with recursively defined sequences

Define $a_1=8$ and $a_n=\frac{4^{n+1}-2^{n+2}\sqrt{4^n-a_{n-1}}}{2}$ for $n\geq 2$.
By means of harmonic analysis methods it can be shown that $a_n$ converges to $\pi^2$ (this being the first ...

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### Definition and Convergence of Iteratively Reweighted Least Squares

I've been using iteratively reweighted least squares (IRLS) to minimize functions of the following form,
$J(m) = \sum_{i=1}^{N} \rho \left(\left| x_i - m \right|\right)$
where $N$ is the number of ...

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### Convergence of a function in a metric space to its metric.

Given a metric space $(\mathbb{A},d)$ in $\mathbb{R^n}$ with a metric $d$ being the Euclidean metric:
If $\lim_{t \rightarrow \infty}||A_{t+1}-A_t||\rightarrow 0$ is a convergent sequence where $A$ ...

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### Convergence of Fourier series for $C^p$ functions

Let $f \in C^p[0,2\pi]$ and periodic. Denote $\omega_p$ as the moduli of continuous of $f^{(p)}$. Then
$
|f - S_Nf| \le K \frac{\log{N}}{N^p}\omega_p(2\pi/N),
$
where $S_N$ is the Fourier partial sum ...

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### Convergence of Difference Quotients

Let $\gamma_{\varepsilon} \rightharpoonup \gamma$ in $W^{1,\infty}(0,1)$. Then for any fixed $s \in \mathbb (0,1)$ does the limit $\lim_{\varepsilon \rightarrow 0} ...

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### Weak versus strong convergence

This is my first time posting.
I am well aware that an $L^2$ weakly converging sequence is not convergent in the corresponding strong topology. However, my question is as follows, do the sequence of ...

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### Convergence of Newton series for sin ax

Let's define half discrete-analytic function as a function whose Newton series converges to that function for each $x>0$:
$$f(x)=\sum_{k=0}^\infty \binom{x}k \Delta^k f\left ...

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### Uniform convergence of a series to exponent [closed]

I'm trying to prove that in the complex plane $\left(1+\frac{z}{n}\right)^n$ converges uniformly to $e^z$ in every closed disc $|z|\leq c$. I thought about showing the sequence as a logarithm of ...

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### Convergence of $L^p$ means and/or norms

Dear all,
I have a question about convergence of $L^p$-means. It can be shown (Inequalities, Theorem 193, Hardy, Littlewood, Polya) that
$\forall f \in L^p(D,\mu)\cap L^\infty(D,\mu), M_p(f) = ...

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### Sufficient conditions for gradient descent convergence

I have an unconstrained optimisation problem with convex objective function $f(x)$. Suppose I have access only to some function of the gradient $\hat{\nabla}= g(\nabla f)$, and I take gradient steps ...

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### Are weak and strong convergence of sequences not equivalent?

For some infinite-dimensional Banach spaces $E$, it is easy to find sequences $\langle x_i:i\in\mathbb N_0\rangle$ which converge to zero weakly but not in the norm topology, i.e. we have ...