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单词 almost sure convergence
释义
almost sure convergence

Economics
  • A random variable xn converges to a constant c almost surely if the probability of observing a sequence that does not converge to c vanishes for n large enough. Formally, as n goes to infinity, lim Prob[|xic| > ε‎ for all in] = 0 for all ε‎ > 0. Almost sure convergence implies convergence in probability.


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