Saturday, 28 September 2013

probability - Hypotheses on Xninftyn=1 and X so that limnfXn(x)=fX(x) for a.e. xinmathbbR.

Let {Xn}n=1 and X be absolutely continuous random variables on a probability space (Ω,F,P), with density functions fXn(x) and fX(x). Are there any hypotheses on {Xn}n=1 and/or X that guarantee the convergence lim for a.e. x\in\mathbb{R}?




The most related result that I know is the following: if \{X_n\}_{n=1}^\infty does not converge in law to X, then it not possible to have \lim_n f_{X_n}(x)=f_X(x) for a.e. x\in\mathbb{R}, by Scheffé's Lemma. But this result does not give a sufficient condition for \lim_n f_{X_n}(x)=f_X(x).

No comments:

Post a Comment

real analysis - How to find lim_{hrightarrow 0}frac{sin(ha)}{h}

How to find \lim_{h\rightarrow 0}\frac{\sin(ha)}{h} without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...