Is it true that, if $X_n$ converges a.s. to a constant $c$, then $\displaystyle\lim_{n\to\infty}\mathbb{E}(X_n) = c$? If yes, please, can you prove that?
Update: If it is false, is there a condition I can set to prove that it is true?
2026-03-29 16:38:59.1774802339
a.s. convergence to constant and expectation
280 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in PROBABILITY
- How to prove $\lim_{n \rightarrow\infty} e^{-n}\sum_{k=0}^{n}\frac{n^k}{k!} = \frac{1}{2}$?
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Prove or disprove the following inequality
- Another application of the Central Limit Theorem
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- A random point $(a,b)$ is uniformly distributed in a unit square $K=[(u,v):0<u<1,0<v<1]$
- proving Kochen-Stone lemma...
- Solution Check. (Probability)
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
Related Questions in CONVERGENCE-DIVERGENCE
- Finding radius of convergence $\sum _{n=0}^{}(2+(-1)^n)^nz^n$
- Conditions for the convergence of :$\cos\left( \sum_{n\geq0}{a_n}x^n\right)$
- Proving whether function-series $f_n(x) = \frac{(-1)^nx}n$
- Pointwise and uniform convergence of function series $f_n = x^n$
- studying the convergence of a series:
- Convergence in measure preserves measurability
- If $a_{1}>2$and $a_{n+1}=a_{n}^{2}-2$ then Find $\sum_{n=1}^{\infty}$ $\frac{1}{a_{1}a_{2}......a_{n}}$
- Convergence radius of power series can be derived from root and ratio test.
- Does this sequence converge? And if so to what?
- Seeking an example of Schwartz function $f$ such that $ \int_{\bf R}\left|\frac{f(x-y)}{y}\right|\ dy=\infty$
Related Questions in RANDOM-VARIABLES
- Prove that central limit theorem Is applicable to a new sequence
- Random variables in integrals, how to analyze?
- Convergence in distribution of a discretized random variable and generated sigma-algebras
- Determine the repartition of $Y$
- What is the name of concepts that are used to compare two values?
- Convergence of sequences of RV
- $\lim_{n \rightarrow \infty} P(S_n \leq \frac{3n}{2}+\sqrt3n)$
- PDF of the sum of two random variables integrates to >1
- Another definition for the support of a random variable
- Uniform distribution on the [0,2]
Related Questions in ALMOST-EVERYWHERE
- Normed bounded sequence of $L^2[0,1]$
- A function which is not equal almost everywhere (wrt Lebesgue measure) to a continuous function and not almost everywhere continuous function
- $f:\mathbb R \to \mathbb R$ measurable and $f(x)=f(x+1)$ almost everywhere
- Proof that if $f_n\to f$ a.e., $g_n \to g$ a.e. and $g_n = f_n$ a.e. implies $f=g$ a.e.
- Does the sum $\sum_{n=1}^{\infty}\frac{1}{2^k \cdot |x-r_k|^\frac{1}{2}}$ coverges a.e?
- Uniform convergence of finite sum of functions
- Almost surely convergence of a monotone stochastic process
- Does almost everywhere equality means equality on the quotient space?
- Extending continuous functions from almost everywhere to everywhere
- Sufficient conditions for $L^2$ convergence implying almost everywhere convergence.
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
Suppose this was true. Then we would get the statement that if $|X_n - X| \to 0$ a.s., then $E(|X_n - X|) \to 0$. This is saying that almost sure convergence implies $L^1$ convergence. But this is false; convergence a.s. does not imply convergence in $L^1$. One counterexample is $X_n = n1_{(0, 1/n)}$ defined on $[0, 1]$. $X_n \to 0$ a.s. but $E(X_n) = \int_{0}^{1}n1_{(0, 1/n)} = 1$.