NETMaths

Is this true?

Convergence in probability implies almost sure convergence

No — it is false.

The counterexample

The typewriter sequence on [0,1]

but every is hit infinitely often, so there is no a.s. limit.

The kind of mistake this is

Hypothesis dropped

A theorem applied without checking one of its preconditions.

Drill statements like this

Watch it happen

The Central Limit Theorem, watched

Others that fail the same way

From Limit Theorems and Markov ChainsModes of convergence, WLLN, SLLN, CLT

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