4. Convergence modes. Fundamental limit theorems
In this section, we consider a sequence of random variables
, and are interested in its asymptotic behavior when n tends to infinity. Remember that these variables are in fact functions, and that the notions of convergence we're going to define are functional in nature. These convergences will be of different natures depending on whether we are considering the variables
or just...
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Convergence modes. Fundamental limit theorems