TheoremBase

Kit for def:convergence-modes

The condition that a sequence of random elements of a separable metric space converges in probability to a random element, standing hypotheses included, is expressed by a predicative formula.

Statement

In the setting of Routine Facts, Continued: Typed Arithmetic, Maps and Predicativity and of The Real Numbers, with the Natural Numbers, Integers and Rationals Identified with Subsets of the Reals, and Completeness, let qβ‰₯1q\ge1 be a metatheoretic number, let x0,…,xqβˆ’1x_{0},\dots,x_{q-1} be distinct set variables, and let i0,…,i6<qi_{0},\dots,i_{6}<q, not necessarily distinct. Let EE, LL, ZZ, βŠ•\oplus, N\mathbb{N}, RR, QQ, ∞\infty, 00, 11, R\mathbb{R}, ≀R\le_{\mathbb{R}}, <R<_{\mathbb{R}}, +R+_{\mathbb{R}}, 0R0_{\mathbb{R}}, B(R)\mathcal{B}(\mathbb{R}) and B([0,∞])\mathcal{B}([0,\infty]) be the seventeen parameters of Kit for def:probability-space-random-variable (iv), other than x0,…,xqβˆ’1x_{0},\dots,x_{q-1}, each with its kind and value there, and let β‹…R\cdot_{\mathbb{R}} and dRd_{\mathbb{R}} be further distinct class variables with values the multiplication of R\mathbb{R} and the distance on R\mathbb{R}; the elements 00 and 11 of [0,∞][0,\infty] are those of R\mathbb{R} (Addition and Multiplication on [0,∞] (ii)). Each parameter of Kit for def:separable-metric (i), and of Predicative Formulas for Convergence and Limits, and Maps Defined by Limits (i) for the metric space (R,dR)(\mathbb{R},d_{\mathbb{R}}), is the first of these nineteen variables with its value. A condition on x0,…,xqβˆ’1x_{0},\dots,x_{q-1} is predicative if it is expressed by a predicative formula with x0,…,xqβˆ’1x_{0},\dots,x_{q-1} as the set variables of Conditions Expressed by a Predicative Formula, and Guards (i), no displayed variables, and these nineteen variables as parameters.

Convergence in probability. With Ξ©=xi0\Omega=x_{i_{0}}, F=xi1\mathcal{F}=x_{i_{1}}, P=xi2P=x_{i_{2}}, S=xi3S=x_{i_{3}}, d=xi4d=x_{i_{4}}, (Xn)=xi5(X_{n})=x_{i_{5}} and X=xi6X=x_{i_{6}}, the condition "(Ξ©,F,P)(\Omega,\mathcal{F},P) is a probability space, (S,d)(S,d) is a separable metric space, (Xn)(X_{n}) is a sequence of random elements of SS, XX is a random element of SS, and (Xn)(X_{n}) converges to XX in probability" on x0,…,xqβˆ’1x_{0},\dots,x_{q-1} is predicative.

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