Pointwise Convergence

Definition (Pointwise Convergence)

For a sequence of rvs (Xn)n∈N(X_{n})_{n\in \mathbb{N}} on (Ω,F,P)(\Omega,\mathcal{F},\mathbb{P}) we say Xn→XX_{n}\to X pointwise if Xn(ω)→X(ω), ∀ω∈ΩX_{n}(\omega)\to X(\omega),\,\forall\omega \in\Omega