diff --git a/inputs/lecture_14.tex b/inputs/lecture_14.tex index 78716af..dfe485b 100644 --- a/inputs/lecture_14.tex +++ b/inputs/lecture_14.tex @@ -101,7 +101,7 @@ and then do the harder proof. i.e.~$H$ is a vector space with an inner product $\langle \cdot, \cdot \rangle_H$ which defines a norm by $\|x\|_H^2 = \langle x, x\rangle_H$ making $H$ a complete metric space. - For any $x \in H$ and $K \subseteq H$ closed, + For any $x \in H$ and $K \subseteq H$ closed and convex, there exists a unique $z \in K$ such that the following equivalent conditions hold: \begin{enumerate}[(a)] \item $\forall y \in K : \langle x-z, y\rangle_H = 0$, diff --git a/inputs/lecture_19.tex b/inputs/lecture_19.tex index 366e43f..1dd0f4e 100644 --- a/inputs/lecture_19.tex +++ b/inputs/lecture_19.tex @@ -148,6 +148,7 @@ However, some subsets can be easily described, e.g. \end{proof} \begin{theorem} + \label{thm:l1iffuip} Assume that $X_n \in L^1$ for all $n$ and $X \in L^1$. Then the following are equivalent: \begin{enumerate}[(1)] @@ -189,7 +190,7 @@ However, some subsets can be easily described, e.g. (1) $\implies$ (2) $X_n \xrightarrow{L^1} X \implies X_n \xrightarrow{\bP} X$ - by Markov's inequality. + by Markov's inequality (see \autoref{claim:convimpll1p}). Fix $\epsilon > 0$. We have diff --git a/inputs/prerequisites.tex b/inputs/prerequisites.tex index 9e6205c..b78ea23 100644 --- a/inputs/prerequisites.tex +++ b/inputs/prerequisites.tex @@ -108,7 +108,8 @@ from the lecture on stochastic. Hence $\bE[|X_n - X|^q] \xrightarrow{n\to \infty} 0 \implies \bE[|X_n - X|^p] \xrightarrow{n\to \infty} 0$. \end{subproof} \begin{claim} - $X_n \xrightarrow{L^1} X \implies X_n\xrightarrow{\bP} X$ + \label{claim:convimpll1p} + $X_n \xrightarrow{L^1} X \implies X_n\xrightarrow{\bP} X$. \end{claim} \begin{subproof} Suppose $\bE[|X_n - X|] \to 0$. @@ -151,7 +152,9 @@ from the lecture on stochastic. \end{subproof} \begin{claim} \label{claim:convimplpl1} - $X_n \xrightarrow{\bP} X \notimplies X_n\xrightarrow{L^1} X$ + $X_n \xrightarrow{\bP} X \notimplies X_n\xrightarrow{L^1} X$.% + \footnote{Note that the implication holds under certain assumptions, + see \autoref{thm:l1iffuip}.} \end{claim} \begin{subproof} Take $([0,1], \cB([0,1 ]), \lambda)$