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If a sequence converges strongly (that is, if it converges in norm), then it converges weakly as well. Since every closed and bounded set is weakly relatively compact (its closure in the weak topology is compact), every bounded sequence in a Hilbert space H contains a weakly convergent subsequence.
This is the “weak convergence of laws without laws being defined” — except asymptotically. [1] In this case the term weak convergence is preferable (see weak convergence of measures), and we say that a sequence of random elements {X n} converges weakly to X (denoted as X n ⇒ X) if
Both the weak topology and the weak* topology are special cases of a more general construction for pairings, which we now describe.The benefit of this more general construction is that any definition or result proved for it applies to both the weak topology and the weak* topology, thereby making redundant the need for many definitions, theorem statements, and proofs.
In mathematics, strong convergence may refer to: The strong convergence of random variables of a probability distribution. The norm-convergence of a sequence in a Hilbert space (as opposed to weak convergence). The convergence of operators in the strong operator topology
In analysis, a topology is called strong if it has many open sets and weak if it has few open sets, so that the corresponding modes of convergence are, respectively, strong and weak. (In topology proper, these terms can suggest the opposite meaning, so strong and weak are replaced with, respectively, fine and coarse.)
For (,) a measurable space, a sequence μ n is said to converge setwise to a limit μ if = ()for every set .. Typical arrow notations are and .. For example, as a consequence of the Riemann–Lebesgue lemma, the sequence μ n of measures on the interval [−1, 1] given by μ n (dx) = (1 + sin(nx))dx converges setwise to Lebesgue measure, but it does not converge in total variation.
The SOT is stronger than the weak operator topology and weaker than the norm topology. The SOT lacks some of the nicer properties that the weak operator topology has, but being stronger, things are sometimes easier to prove in this topology. It can be viewed as more natural, too, since it is simply the topology of pointwise convergence.
Convergence in the Radon metric implies weak convergence of measures: (,), but the converse implication is false in general. Convergence of measures in the Radon metric is sometimes known as strong convergence, as contrasted with weak convergence.