$X_nto0$ in probability and ${c_n}$ is a bdd seq of real numbers, then $c_nX_nto0$ in probability.
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
add a comment |
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
add a comment |
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
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
probability analysis probability-theory measure-theory
asked Nov 20 '18 at 17:25


Dragonite
1,045420
1,045420
add a comment |
add a comment |
3 Answers
3
active
oldest
votes
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 $mathbb P(|c_n X_n| > epsilon)$?
$mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. 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
add a comment |
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.
add a comment |
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.
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3006616%2fx-n-to0-in-probability-and-c-n-is-a-bdd-seq-of-real-numbers-then-c-nx%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
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 $mathbb P(|c_n X_n| > epsilon)$?
$mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. 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
add a comment |
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 $mathbb P(|c_n X_n| > epsilon)$?
$mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. 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
add a comment |
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 $mathbb P(|c_n X_n| > epsilon)$?
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 $mathbb P(|c_n X_n| > epsilon)$?
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
add a comment |
$mathbb{P}(|c_n||X_n|>epsilon)leqmathbb{P}(|sup_{ninmathbb{N}}|c_n||X_n|>epsilon)$. 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
add a comment |
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.
add a comment |
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.
add a comment |
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.
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.
answered Nov 20 '18 at 17:52


Will M.
2,387314
2,387314
add a comment |
add a comment |
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.
add a comment |
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.
add a comment |
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.
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.
answered Nov 20 '18 at 17:58


Foobaz John
21.3k41251
21.3k41251
add a comment |
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3006616%2fx-n-to0-in-probability-and-c-n-is-a-bdd-seq-of-real-numbers-then-c-nx%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown