{
  "aliases": null,
  "backlinks": null,
  "body": "\n## Statement\n\nLet $X, X_1, X_2, \\dots$ be real random variables on one probability space.\nIf $X_n \\to X$ [[almost surely|04P7D63W8P]], then $X_n \\to X$ [[in probability|0EFDDXTVD6]].\n\n## Remarks\n\nProof: fix $\\varepsilon \u003e 0$ and let $A_n = \\bigcup_{m \\ge n} \\{|X_m - X| \u003e \\varepsilon\\}$. The events $A_n$ decrease, and their intersection has probability $0$ by almost sure convergence.\nBy the [[continuity of probability|0X8HBKCSYB]], $P(A_n) \\to 0$. Since $\\{|X_n - X| \u003e \\varepsilon\\} \\subseteq A_n$, the claim follows.\nThe converse is false. Let $X_n$ be independent with $P(X_n = 1) = 1/n$ and $P(X_n = 0) = 1 - 1/n$. Then $X_n \\to 0$ in probability.\nBut by the second Borel–Cantelli lemma, $X_n = 1$ for infinitely many $n$ almost surely, so $X_n$ does not converge to $0$ almost surely.\n\n## Explanations\n\n### L1 human\n\nIf almost every run of the experiment gives a sequence that settles down at $X$, then for large $n$ a large deviation becomes unlikely.\n",
  "commit": "f591989ed15704e9d8755a7a5a6426d73de7a3ae",
  "front": {
    "kind": "statement",
    "msc": [
      "60F15"
    ],
    "name": "Almost sure convergence implies convergence in probability",
    "role": "theorem",
    "sources": [
      {
        "locator": "Properties",
        "url": "https://en.wikipedia.org/wiki/Convergence_of_random_variables"
      }
    ],
    "tag": "0SVN6X695K",
    "uses": [
      "04P7D63W8P",
      "0EFDDXTVD6",
      "0X8HBKCSYB"
    ]
  },
  "kind": "statement",
  "link": "https://math2.tamnd.com/node/0SVN6X695K/",
  "links": [
    {
      "field": "uses",
      "target": "04P7D63W8P"
    },
    {
      "field": "uses",
      "target": "0EFDDXTVD6"
    },
    {
      "field": "uses",
      "target": "0X8HBKCSYB"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/0SVN6X695K.md",
  "msc": [
    "60F15"
  ],
  "name": "Almost sure convergence implies convergence in probability",
  "prov": null,
  "role": "theorem",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/0SV/0SVN6X695K.md",
  "status": null,
  "tag": "0SVN6X695K",
  "uri": "m2://0SVN6X695K",
  "url": "https://math2.tamnd.com/wiki/almost-sure-convergence-implies-convergence-in-probability/",
  "writing": {
    "tag": "0SVN6X695K",
    "kind": "statement",
    "level": "W0",
    "next": [
      {
        "what": "an inventory row",
        "note": "the row of the inventory that the node accounts for",
        "have": 0,
        "want": 1
      }
    ]
  }
}
