Convergence of random variables

This lesson (Lecture 4 from the Stochastic Processes course at Claremont McKenna College) covers the definitions of convergence with probability 1 and convergence in probability. It also includes an example of a sequence that converges in probability, but not with probability 1.

[starklitho]

Thank you so much for the explanation! The example is excellent!! Wondering why so few likes for such a good video. I've been thinking about the difference of these convergence for a week and you save my world!! Thank you!

[shuier]

This is the best lecture I have had on this topic.

[chaoviteliang]

This is an excellent explanation with a lot of insights!

[austinbristow]

Wouldn't the probability of C_4=0 be 1-1/4=3/4?

[georgemolnar]

Very confusing - right around 3 min he makes 3 statements. 1. the series converges to uniform 0-1 without any proof 2. then he says it holds for "ALL" it always converges, there are no exceptions - again without proof and then 3. then he says it holds for "maybe not all but for the set of " But this is exactly what he is trying to show. Not good.