Part of the Graduate Texts in Mathematics book series (GTM, volume 261)


This chapter is devoted to various concepts of convergence: almost sure convergence, convergence in probability, convergence in L p spaces, and convergence in distribution. In addition, the classical laws of large numbers and central limit theorems are presented in a streamlined manner.


Probability Measure Weak Convergence Preceding Theorem Bernoulli Variable Generic Random Variable 
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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Princeton UniversityPrincetonUSA

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