Let (X_{n}, Y_{n}: Omega ightarrow mathbb{R}^{d}, n geqslant 1), be two sequences of random variables such that

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Let $X_{n}, Y_{n}: \Omega ightarrow \mathbb{R}^{d}, n \geqslant 1$, be two sequences of random variables such that $X_{n} \xrightarrow{d} X$ and $X_{n}-Y_{n} \xrightarrow{\mathbb{P}} 0$. Then $Y_{n} \xrightarrow{d} X$.

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

ISBN: 9783110741254

3rd Edition

Authors: René L. Schilling, Björn Böttcher

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Question Posted: Mar 16, 2024 03:00 AM

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Let (X_{n}, Y_{n}: Omega ightarrow mathbb{R}^{d}, n geqslant 1), be two sequences of random variables such that

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

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