All Questions

I am looking for a definition of conditional convergence. Suppose that $X_1, X_2, \dots, X_n$ are $\mathbb R$-valued random variables with finite second moments, and $W_1, W_2, \dots, W_n$ are iid $\...

In the study of weak convergence in $C[0,1]$, a common example is always being considered: $$X_{n}(t)=nt1_{[0,1/n]}(t)+(2-nt)1_{(1/n,2/n]}(t).$$ This example serves a counter-example to show that the ...

Let $X_t$ be a fixed cadlag semi-martingale and $J_n$ be a fixed sequence of functions from $\mathbb{R}^d$ to $\mathbb{R}$ which are twice continuously differentiable. If $J_n$ converge pointwise to ...

Suppose that a random variable $Y$ can be written as $Y=g(Z)$, where $g$ is a function and $Z$ is a random variable. When $Z$ is a continuous random variable with finite absolute moments, we consider ...

I have some questions about Chapter 5 from the book Numerical Methods for Stochastic Computations, by Dongbin Xiu. Theorem 5.7: Let $Y$ be a random variable and $\mathbb{E}[Y^2]<\infty$. Let $Z$ ...