better proof of convergence in L^1 => convergence in measure

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Josia Pietsch 2023-07-13 16:32:47 +02:00
parent 0cb24cfe5f
commit 0e6e7ad0e3
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@ -114,7 +114,7 @@ from the lecture on stochastic.
Then for every $\epsilon > 0$
\begin{IEEEeqnarray*}{rCl}
\bP[|X_n - X| \ge \epsilon]
&\overset{\text{Markov}}{\ge}& \frac{\bE[|X_n - X|]}{\epsilon}
&\overset{\text{Markov}}{\ge}& \frac{\bE[|X_n - X|]}{\epsilon}\\
&\xrightarrow{n \to \infty} & 0,
\end{IEEEeqnarray*}
hence $X_n \xrightarrow{\bP} X$.