TheoremBase

Almost Sure Convergence of Random Elements of a Metric Space

A sequence of random elements of a metric space converges almost surely to a random element when, outside an event of probability zero, the sequence of values converges to the value of the limit.

Statement

In the setting of Probability Spaces: Notation, let (S,d)(S,d) be a metric space, let (Xn)n∈N(X_{n})_{n\in\mathbb{N}} be a sequence of random elements of SS, and let XX be a random element of SS.

Almost sure convergence. (Xn)(X_{n}) converges to XX almost surely if there is an event AA with P(A)=1P(A)=1 such that, for every ω∈A\omega\in A, the sequence (Xn(ω))n∈N(X_{n}(\omega))_{n\in\mathbb{N}} converges to X(ω)X(\omega) in (S,d)(S,d).

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