$X_nto0$ in probability and ${c_n}$ is a bdd seq of real numbers, then $c_nX_nto0$ in probability.












0















Suppose $X_nto0$ in probability and ${c_n}$ is a bounded sequence of real numbers. Prove that $c_nX_nto0$ in probability.




I believe I need to use a theorem, which states that:



If ${X_n}_{n=1}^infty$ and $X$ are random variables on a probability space, $(Omega,mathcal{F},P)$. Then, $X_nto X$ in probability as $ntoinfty$ iff every subsequence ${X_{n_{m}}}$ has a further subsequence ${X_{n_{m_{k}}}}$ such that $X_{n_{m_{k}}}to X$ a.s. as $ktoinfty$.



I am having a difficult time formulating my thoughts though. Any help would be appreciated.










share|cite|improve this question



























    0















    Suppose $X_nto0$ in probability and ${c_n}$ is a bounded sequence of real numbers. Prove that $c_nX_nto0$ in probability.




    I believe I need to use a theorem, which states that:



    If ${X_n}_{n=1}^infty$ and $X$ are random variables on a probability space, $(Omega,mathcal{F},P)$. Then, $X_nto X$ in probability as $ntoinfty$ iff every subsequence ${X_{n_{m}}}$ has a further subsequence ${X_{n_{m_{k}}}}$ such that $X_{n_{m_{k}}}to X$ a.s. as $ktoinfty$.



    I am having a difficult time formulating my thoughts though. Any help would be appreciated.










    share|cite|improve this question

























      0












      0








      0








      Suppose $X_nto0$ in probability and ${c_n}$ is a bounded sequence of real numbers. Prove that $c_nX_nto0$ in probability.




      I believe I need to use a theorem, which states that:



      If ${X_n}_{n=1}^infty$ and $X$ are random variables on a probability space, $(Omega,mathcal{F},P)$. Then, $X_nto X$ in probability as $ntoinfty$ iff every subsequence ${X_{n_{m}}}$ has a further subsequence ${X_{n_{m_{k}}}}$ such that $X_{n_{m_{k}}}to X$ a.s. as $ktoinfty$.



      I am having a difficult time formulating my thoughts though. Any help would be appreciated.










      share|cite|improve this question














      Suppose $X_nto0$ in probability and ${c_n}$ is a bounded sequence of real numbers. Prove that $c_nX_nto0$ in probability.




      I believe I need to use a theorem, which states that:



      If ${X_n}_{n=1}^infty$ and $X$ are random variables on a probability space, $(Omega,mathcal{F},P)$. Then, $X_nto X$ in probability as $ntoinfty$ iff every subsequence ${X_{n_{m}}}$ has a further subsequence ${X_{n_{m_{k}}}}$ such that $X_{n_{m_{k}}}to X$ a.s. as $ktoinfty$.



      I am having a difficult time formulating my thoughts though. Any help would be appreciated.







      probability analysis probability-theory measure-theory






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      asked Nov 20 '18 at 17:25









      Dragonite

      1,045420




      1,045420






















          3 Answers
          3






          active

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          1














          You can use that theorem to prove the result, but I think that makes it more complicated than it needs to be.



          Hint: The typical condition of convergence in probability is:
          $$X_n stackrel{p}{to} X iff forall epsilon > 0, lim_{n to infty} mathbb P(|X_n - X| > epsilon) = 0.$$



          Here, that means that for any $epsilon > 0$, $lim_{n to infty} mathbb P(|X_n| > epsilon) = 0$. What can you say about $mathbb P(|c_n X_n| > epsilon)$?






          share|cite|improve this answer





















          • $mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. Then, let $ntoinfty$, so that we get $sup_{ninmathbb{N}}|c_n|mathbb{P}(|X_n|>epsilon)=0$?
            – Dragonite
            Nov 20 '18 at 18:37












          • Not quite -- there's no mechanism that lets you "factor" either the $sup$ or the $c_n$ terms out of the probability operator like that. What happens if you divide the $c_n$ terms across the inequality instead?
            – Aaron Montgomery
            Nov 20 '18 at 18:40










          • Can we do $mathbb{P}(|c_n||X_n|>epsilon)=mathbb{P}(|X_n|>epsilon/|c_n|)$ and then send the $epsilon/|c_n|$ to 0 using boundedness of $c_n$?
            – Dragonite
            Nov 20 '18 at 18:42










          • Close -- but you don't have to "send the $epsilon / |c_n|$ to 0," and you don't even really know that you can -- observe that the $|c_n|$ terms could be close to (or equal to) 0. Use the bound instead: $|c_n X_n| < M |X_n|$, so $mathbb P(|c_n X_n| > epsilon) leq mathbb P(M |X_n| > epsilon)$ (why)?, and work with the right-hand expression instead.
            – Aaron Montgomery
            Nov 20 '18 at 18:47








          • 1




            Okay, I see now. Thank you!
            – Dragonite
            Nov 20 '18 at 18:51



















          1














          Abridged solution using the theorem you wrote. There is $|c_n| leq alpha$ for all $n,$ then the relation $X_{n_{m_k}} to 0$ (being equivalent to $|X_{n_{m_k}}| to 0$), implies $0 leq |c_{n_{m_k}} X_{n_{m_k}}| leq alpha |X_{n_{m_k}}| to 0,$ hence the result. Q.E.D.






          share|cite|improve this answer





























            1














            Note that
            $$
            C|X_n|ge |c_n X_n|
            $$

            for some $C>0$ (if $c_n$ is identically zero the result is trivial) since the sequence $(c_n)$ is bounded. In particular, given $epsilon>0$,
            $$
            P(|c_nX_n|>epsilon)leq P(C|X_n|>epsilon)to 0
            $$

            since one event is a subset of the other and $X_nto 0$ in probability.






            share|cite|improve this answer





















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              3 Answers
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              3 Answers
              3






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              active

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              active

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              1














              You can use that theorem to prove the result, but I think that makes it more complicated than it needs to be.



              Hint: The typical condition of convergence in probability is:
              $$X_n stackrel{p}{to} X iff forall epsilon > 0, lim_{n to infty} mathbb P(|X_n - X| > epsilon) = 0.$$



              Here, that means that for any $epsilon > 0$, $lim_{n to infty} mathbb P(|X_n| > epsilon) = 0$. What can you say about $mathbb P(|c_n X_n| > epsilon)$?






              share|cite|improve this answer





















              • $mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. Then, let $ntoinfty$, so that we get $sup_{ninmathbb{N}}|c_n|mathbb{P}(|X_n|>epsilon)=0$?
                – Dragonite
                Nov 20 '18 at 18:37












              • Not quite -- there's no mechanism that lets you "factor" either the $sup$ or the $c_n$ terms out of the probability operator like that. What happens if you divide the $c_n$ terms across the inequality instead?
                – Aaron Montgomery
                Nov 20 '18 at 18:40










              • Can we do $mathbb{P}(|c_n||X_n|>epsilon)=mathbb{P}(|X_n|>epsilon/|c_n|)$ and then send the $epsilon/|c_n|$ to 0 using boundedness of $c_n$?
                – Dragonite
                Nov 20 '18 at 18:42










              • Close -- but you don't have to "send the $epsilon / |c_n|$ to 0," and you don't even really know that you can -- observe that the $|c_n|$ terms could be close to (or equal to) 0. Use the bound instead: $|c_n X_n| < M |X_n|$, so $mathbb P(|c_n X_n| > epsilon) leq mathbb P(M |X_n| > epsilon)$ (why)?, and work with the right-hand expression instead.
                – Aaron Montgomery
                Nov 20 '18 at 18:47








              • 1




                Okay, I see now. Thank you!
                – Dragonite
                Nov 20 '18 at 18:51
















              1














              You can use that theorem to prove the result, but I think that makes it more complicated than it needs to be.



              Hint: The typical condition of convergence in probability is:
              $$X_n stackrel{p}{to} X iff forall epsilon > 0, lim_{n to infty} mathbb P(|X_n - X| > epsilon) = 0.$$



              Here, that means that for any $epsilon > 0$, $lim_{n to infty} mathbb P(|X_n| > epsilon) = 0$. What can you say about $mathbb P(|c_n X_n| > epsilon)$?






              share|cite|improve this answer





















              • $mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. Then, let $ntoinfty$, so that we get $sup_{ninmathbb{N}}|c_n|mathbb{P}(|X_n|>epsilon)=0$?
                – Dragonite
                Nov 20 '18 at 18:37












              • Not quite -- there's no mechanism that lets you "factor" either the $sup$ or the $c_n$ terms out of the probability operator like that. What happens if you divide the $c_n$ terms across the inequality instead?
                – Aaron Montgomery
                Nov 20 '18 at 18:40










              • Can we do $mathbb{P}(|c_n||X_n|>epsilon)=mathbb{P}(|X_n|>epsilon/|c_n|)$ and then send the $epsilon/|c_n|$ to 0 using boundedness of $c_n$?
                – Dragonite
                Nov 20 '18 at 18:42










              • Close -- but you don't have to "send the $epsilon / |c_n|$ to 0," and you don't even really know that you can -- observe that the $|c_n|$ terms could be close to (or equal to) 0. Use the bound instead: $|c_n X_n| < M |X_n|$, so $mathbb P(|c_n X_n| > epsilon) leq mathbb P(M |X_n| > epsilon)$ (why)?, and work with the right-hand expression instead.
                – Aaron Montgomery
                Nov 20 '18 at 18:47








              • 1




                Okay, I see now. Thank you!
                – Dragonite
                Nov 20 '18 at 18:51














              1












              1








              1






              You can use that theorem to prove the result, but I think that makes it more complicated than it needs to be.



              Hint: The typical condition of convergence in probability is:
              $$X_n stackrel{p}{to} X iff forall epsilon > 0, lim_{n to infty} mathbb P(|X_n - X| > epsilon) = 0.$$



              Here, that means that for any $epsilon > 0$, $lim_{n to infty} mathbb P(|X_n| > epsilon) = 0$. What can you say about $mathbb P(|c_n X_n| > epsilon)$?






              share|cite|improve this answer












              You can use that theorem to prove the result, but I think that makes it more complicated than it needs to be.



              Hint: The typical condition of convergence in probability is:
              $$X_n stackrel{p}{to} X iff forall epsilon > 0, lim_{n to infty} mathbb P(|X_n - X| > epsilon) = 0.$$



              Here, that means that for any $epsilon > 0$, $lim_{n to infty} mathbb P(|X_n| > epsilon) = 0$. What can you say about $mathbb P(|c_n X_n| > epsilon)$?







              share|cite|improve this answer












              share|cite|improve this answer



              share|cite|improve this answer










              answered Nov 20 '18 at 17:48









              Aaron Montgomery

              4,712523




              4,712523












              • $mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. Then, let $ntoinfty$, so that we get $sup_{ninmathbb{N}}|c_n|mathbb{P}(|X_n|>epsilon)=0$?
                – Dragonite
                Nov 20 '18 at 18:37












              • Not quite -- there's no mechanism that lets you "factor" either the $sup$ or the $c_n$ terms out of the probability operator like that. What happens if you divide the $c_n$ terms across the inequality instead?
                – Aaron Montgomery
                Nov 20 '18 at 18:40










              • Can we do $mathbb{P}(|c_n||X_n|>epsilon)=mathbb{P}(|X_n|>epsilon/|c_n|)$ and then send the $epsilon/|c_n|$ to 0 using boundedness of $c_n$?
                – Dragonite
                Nov 20 '18 at 18:42










              • Close -- but you don't have to "send the $epsilon / |c_n|$ to 0," and you don't even really know that you can -- observe that the $|c_n|$ terms could be close to (or equal to) 0. Use the bound instead: $|c_n X_n| < M |X_n|$, so $mathbb P(|c_n X_n| > epsilon) leq mathbb P(M |X_n| > epsilon)$ (why)?, and work with the right-hand expression instead.
                – Aaron Montgomery
                Nov 20 '18 at 18:47








              • 1




                Okay, I see now. Thank you!
                – Dragonite
                Nov 20 '18 at 18:51


















              • $mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. Then, let $ntoinfty$, so that we get $sup_{ninmathbb{N}}|c_n|mathbb{P}(|X_n|>epsilon)=0$?
                – Dragonite
                Nov 20 '18 at 18:37












              • Not quite -- there's no mechanism that lets you "factor" either the $sup$ or the $c_n$ terms out of the probability operator like that. What happens if you divide the $c_n$ terms across the inequality instead?
                – Aaron Montgomery
                Nov 20 '18 at 18:40










              • Can we do $mathbb{P}(|c_n||X_n|>epsilon)=mathbb{P}(|X_n|>epsilon/|c_n|)$ and then send the $epsilon/|c_n|$ to 0 using boundedness of $c_n$?
                – Dragonite
                Nov 20 '18 at 18:42










              • Close -- but you don't have to "send the $epsilon / |c_n|$ to 0," and you don't even really know that you can -- observe that the $|c_n|$ terms could be close to (or equal to) 0. Use the bound instead: $|c_n X_n| < M |X_n|$, so $mathbb P(|c_n X_n| > epsilon) leq mathbb P(M |X_n| > epsilon)$ (why)?, and work with the right-hand expression instead.
                – Aaron Montgomery
                Nov 20 '18 at 18:47








              • 1




                Okay, I see now. Thank you!
                – Dragonite
                Nov 20 '18 at 18:51
















              $mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. Then, let $ntoinfty$, so that we get $sup_{ninmathbb{N}}|c_n|mathbb{P}(|X_n|>epsilon)=0$?
              – Dragonite
              Nov 20 '18 at 18:37






              $mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. Then, let $ntoinfty$, so that we get $sup_{ninmathbb{N}}|c_n|mathbb{P}(|X_n|>epsilon)=0$?
              – Dragonite
              Nov 20 '18 at 18:37














              Not quite -- there's no mechanism that lets you "factor" either the $sup$ or the $c_n$ terms out of the probability operator like that. What happens if you divide the $c_n$ terms across the inequality instead?
              – Aaron Montgomery
              Nov 20 '18 at 18:40




              Not quite -- there's no mechanism that lets you "factor" either the $sup$ or the $c_n$ terms out of the probability operator like that. What happens if you divide the $c_n$ terms across the inequality instead?
              – Aaron Montgomery
              Nov 20 '18 at 18:40












              Can we do $mathbb{P}(|c_n||X_n|>epsilon)=mathbb{P}(|X_n|>epsilon/|c_n|)$ and then send the $epsilon/|c_n|$ to 0 using boundedness of $c_n$?
              – Dragonite
              Nov 20 '18 at 18:42




              Can we do $mathbb{P}(|c_n||X_n|>epsilon)=mathbb{P}(|X_n|>epsilon/|c_n|)$ and then send the $epsilon/|c_n|$ to 0 using boundedness of $c_n$?
              – Dragonite
              Nov 20 '18 at 18:42












              Close -- but you don't have to "send the $epsilon / |c_n|$ to 0," and you don't even really know that you can -- observe that the $|c_n|$ terms could be close to (or equal to) 0. Use the bound instead: $|c_n X_n| < M |X_n|$, so $mathbb P(|c_n X_n| > epsilon) leq mathbb P(M |X_n| > epsilon)$ (why)?, and work with the right-hand expression instead.
              – Aaron Montgomery
              Nov 20 '18 at 18:47






              Close -- but you don't have to "send the $epsilon / |c_n|$ to 0," and you don't even really know that you can -- observe that the $|c_n|$ terms could be close to (or equal to) 0. Use the bound instead: $|c_n X_n| < M |X_n|$, so $mathbb P(|c_n X_n| > epsilon) leq mathbb P(M |X_n| > epsilon)$ (why)?, and work with the right-hand expression instead.
              – Aaron Montgomery
              Nov 20 '18 at 18:47






              1




              1




              Okay, I see now. Thank you!
              – Dragonite
              Nov 20 '18 at 18:51




              Okay, I see now. Thank you!
              – Dragonite
              Nov 20 '18 at 18:51











              1














              Abridged solution using the theorem you wrote. There is $|c_n| leq alpha$ for all $n,$ then the relation $X_{n_{m_k}} to 0$ (being equivalent to $|X_{n_{m_k}}| to 0$), implies $0 leq |c_{n_{m_k}} X_{n_{m_k}}| leq alpha |X_{n_{m_k}}| to 0,$ hence the result. Q.E.D.






              share|cite|improve this answer


























                1














                Abridged solution using the theorem you wrote. There is $|c_n| leq alpha$ for all $n,$ then the relation $X_{n_{m_k}} to 0$ (being equivalent to $|X_{n_{m_k}}| to 0$), implies $0 leq |c_{n_{m_k}} X_{n_{m_k}}| leq alpha |X_{n_{m_k}}| to 0,$ hence the result. Q.E.D.






                share|cite|improve this answer
























                  1












                  1








                  1






                  Abridged solution using the theorem you wrote. There is $|c_n| leq alpha$ for all $n,$ then the relation $X_{n_{m_k}} to 0$ (being equivalent to $|X_{n_{m_k}}| to 0$), implies $0 leq |c_{n_{m_k}} X_{n_{m_k}}| leq alpha |X_{n_{m_k}}| to 0,$ hence the result. Q.E.D.






                  share|cite|improve this answer












                  Abridged solution using the theorem you wrote. There is $|c_n| leq alpha$ for all $n,$ then the relation $X_{n_{m_k}} to 0$ (being equivalent to $|X_{n_{m_k}}| to 0$), implies $0 leq |c_{n_{m_k}} X_{n_{m_k}}| leq alpha |X_{n_{m_k}}| to 0,$ hence the result. Q.E.D.







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Nov 20 '18 at 17:52









                  Will M.

                  2,387314




                  2,387314























                      1














                      Note that
                      $$
                      C|X_n|ge |c_n X_n|
                      $$

                      for some $C>0$ (if $c_n$ is identically zero the result is trivial) since the sequence $(c_n)$ is bounded. In particular, given $epsilon>0$,
                      $$
                      P(|c_nX_n|>epsilon)leq P(C|X_n|>epsilon)to 0
                      $$

                      since one event is a subset of the other and $X_nto 0$ in probability.






                      share|cite|improve this answer


























                        1














                        Note that
                        $$
                        C|X_n|ge |c_n X_n|
                        $$

                        for some $C>0$ (if $c_n$ is identically zero the result is trivial) since the sequence $(c_n)$ is bounded. In particular, given $epsilon>0$,
                        $$
                        P(|c_nX_n|>epsilon)leq P(C|X_n|>epsilon)to 0
                        $$

                        since one event is a subset of the other and $X_nto 0$ in probability.






                        share|cite|improve this answer
























                          1












                          1








                          1






                          Note that
                          $$
                          C|X_n|ge |c_n X_n|
                          $$

                          for some $C>0$ (if $c_n$ is identically zero the result is trivial) since the sequence $(c_n)$ is bounded. In particular, given $epsilon>0$,
                          $$
                          P(|c_nX_n|>epsilon)leq P(C|X_n|>epsilon)to 0
                          $$

                          since one event is a subset of the other and $X_nto 0$ in probability.






                          share|cite|improve this answer












                          Note that
                          $$
                          C|X_n|ge |c_n X_n|
                          $$

                          for some $C>0$ (if $c_n$ is identically zero the result is trivial) since the sequence $(c_n)$ is bounded. In particular, given $epsilon>0$,
                          $$
                          P(|c_nX_n|>epsilon)leq P(C|X_n|>epsilon)to 0
                          $$

                          since one event is a subset of the other and $X_nto 0$ in probability.







                          share|cite|improve this answer












                          share|cite|improve this answer



                          share|cite|improve this answer










                          answered Nov 20 '18 at 17:58









                          Foobaz John

                          21.3k41251




                          21.3k41251






























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