In Probability Convergence

Definition (In Probability Convergence)

Let (Ω,F,P)(\Omega,\mathcal{F},P) be a probability space. Let (Xn)n∈N(X_{n})_{n\in\mathbb{N}} be a sequence of random variables, and XX be another RV. Xn→XX_n\to X in probability if ∀ϵ>0:\forall \epsilon>0: P(∣Xn−X∣≥ϵ)→0P(|X_n-X|\ge\epsilon)\to0we write it as Xn→pXX_{n}\xrightarrow{p}X

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