Let $\left(X_n\right)_{n\geq1}$ be a sequence of random variables and $X$ a random variable as well. Does $\lim\limits_{n\to\infty}|X_n-X|=0$ imply that $\lim\limits_{n\to\infty}|X_n-X|^p=0\hspace{0.2cm}\forall p>1$ as well?
That is, is it true that
$$\lim\limits_{n\to\infty}|X_n-X|=0\Rightarrow\lim\limits_{n\to\infty}|X_n-X|^p=0\hspace{0.2cm}\forall p>1\;?$$
2026-03-30 13:41:28.1774878088
Does $\lim\limits_{n\to\infty}|X_n-X|=0$ imply $\lim\limits_{n\to\infty}|X_n-X|^p=0\hspace{0.2cm}\forall p>1$?
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Yes, it is true. Given $p > 1$, the function $x \mapsto |x|^p$ is continuous.
Thus if we have a sequence $(a_n)_n$ in $\mathbb{R}$ with $\lim_n a_n = a$, then by continuity of $x \mapsto |x|^p$ also $\lim_n |a_n|^p =|a|^p$.
Hence, we can conclude.