fixed typo
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@ -77,16 +77,17 @@ from the lecture on stochastic.
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$X_n \xrightarrow{\text{a.s.}} X \implies X_n \xrightarrow{\bP} X$.
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$X_n \xrightarrow{\text{a.s.}} X \implies X_n \xrightarrow{\bP} X$.
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\end{claim}
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\end{claim}
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\begin{subproof}
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\begin{subproof}
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$\Omega_0 \coloneqq
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Let $\Omega_0 \coloneqq
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\{\omega \in \Omega : \lim_{n\to \infty} X_n(\omega) = X(\omega)\}$.
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\{\omega \in \Omega : \lim_{n\to \infty} X_n(\omega) = X(\omega)\}$.
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Let $\epsilon > 0$ and consider
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Fix some $\epsilon > 0$ and consider
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$A_n \coloneqq \bigcup_{m \ge n}
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$A_n \coloneqq \bigcup_{m \ge n}
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\{\omega \in \Omega: |X_m(\omega) - X(\omega)| > \epsilon\}$.
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\{\omega \in \Omega: |X_m(\omega) - X(\omega)| > \epsilon\}$.
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Then $A_n \supseteq A_{n+1} \supseteq \ldots$
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Then $A_n \supseteq A_{n+1} \supseteq \ldots$
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Define $A \coloneqq \bigcap_{n \in \N} A_n$.
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Define $A \coloneqq \bigcap_{n \in \N} A_n$.
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Then $\bP[A_n] \xrightarrow{n\to \infty} \bP[A]$.
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Then $\bP[A_n] \xrightarrow{n\to \infty} \bP[A]$.
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Since $X_n \xrightarrow{a.s.} X$ we have that
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Since $X_n \xrightarrow{a.s.} X$ we have that
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$\forall \omega \in \Omega_0 \exists n \in \N \forall m \ge n |X_m(\omega) - X(\omega)| < \epsilon$.
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\[\forall \omega \in \Omega_0 .~ \exists n \in \N .~
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\forall m \ge n.~ |X_m(\omega) - X(\omega)| < \epsilon.\]
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We have $A \subseteq \Omega_0^{c}$, hence $\bP[A_n] \to 0$.
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We have $A \subseteq \Omega_0^{c}$, hence $\bP[A_n] \to 0$.
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Thus \[
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Thus \[
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\bP[\{\omega \in \Omega | ~|X_n(\omega) - X(\omega)| > \epsilon\}] < \bP[A_n] \to 0.
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\bP[\{\omega \in \Omega | ~|X_n(\omega) - X(\omega)| > \epsilon\}] < \bP[A_n] \to 0.
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@ -114,7 +115,7 @@ from the lecture on stochastic.
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Then for every $\epsilon > 0$
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Then for every $\epsilon > 0$
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\begin{IEEEeqnarray*}{rCl}
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\begin{IEEEeqnarray*}{rCl}
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\bP[|X_n - X| \ge \epsilon]
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\bP[|X_n - X| \ge \epsilon]
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&\overset{\text{Markov}}{\ge}& \frac{\bE[|X_n - X|]}{\epsilon}\\
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&\overset{\text{Markov}}{\le}& \frac{\bE[|X_n - X|]}{\epsilon}\\
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&\xrightarrow{n \to \infty} & 0,
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&\xrightarrow{n \to \infty} & 0,
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\end{IEEEeqnarray*}
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\end{IEEEeqnarray*}
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hence $X_n \xrightarrow{\bP} X$.
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hence $X_n \xrightarrow{\bP} X$.
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