Let (X_{n}, Y_{n}: Omega ightarrow mathbb{R}, n geqslant 1), be two sequences of random variables. a) If
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Let \(X_{n}, Y_{n}: \Omega ightarrow \mathbb{R}, n \geqslant 1\), be two sequences of random variables.
a) If \(X_{n} \xrightarrow{d} X\) and \(Y_{n} \xrightarrow{\mathbb{P}} c\), then \(X_{n} Y_{n} \xrightarrow{d} c X\). Is this still true if \(Y_{n} \xrightarrow{d} c\) ?
b) If \(X_{n} \xrightarrow{d} X\) and \(Y_{n} \xrightarrow{\mathbb{P}} 0\), then \(X_{n}+Y_{n} \xrightarrow{d} X\). Is this still true if \(Y_{n} \xrightarrow{d} 0\) ?
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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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