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  2. Monotone convergence theorem - Wikipedia

    en.wikipedia.org/wiki/Monotone_convergence_theorem

    Every bounded-above monotonically nondecreasing sequence of real numbers is convergent in the real numbers because the supremum exists and is a real number. The proposition does not apply to rational numbers because the supremum of a sequence of rational numbers may be irrational.

  3. Least-upper-bound property - Wikipedia

    en.wikipedia.org/wiki/Least-upper-bound_property

    It is possible to prove the least-upper-bound property using the assumption that every Cauchy sequence of real numbers converges. Let S be a nonempty set of real numbers. If S has exactly one element, then its only element is a least upper bound. So consider S with more than one element, and suppose that S has an upper bound B 1.

  4. Proofs of convergence of random variables - Wikipedia

    en.wikipedia.org/wiki/Proofs_of_convergence_of...

    Each of the probabilities on the right-hand side converge to zero as n → ∞ by definition of the convergence of {X n} and {Y n} in probability to X and Y respectively. Taking the limit we conclude that the left-hand side also converges to zero, and therefore the sequence {(X n, Y n)} converges in probability to {(X, Y)}.

  5. Completeness of the real numbers - Wikipedia

    en.wikipedia.org/wiki/Completeness_of_the_real...

    The monotone convergence theorem (described as the fundamental axiom of analysis by Körner [1]) states that every nondecreasing, bounded sequence of real numbers converges. This can be viewed as a special case of the least upper bound property, but it can also be used fairly directly to prove the Cauchy completeness of the real numbers.

  6. Brezis–Lieb lemma - Wikipedia

    en.wikipedia.org/wiki/Brezis–Lieb_lemma

    Let (X, μ) be a measure space and let f n be a sequence of measurable complex-valued functions on X which converge almost everywhere to a function f. The limiting function f is automatically measurable. The Brezis–Lieb lemma asserts that if p is a positive number, then

  7. Bolzano–Weierstrass theorem - Wikipedia

    en.wikipedia.org/wiki/Bolzano–Weierstrass_theorem

    Proof: (sequential compactness implies closed and bounded) Suppose A {\displaystyle A} is a subset of R n {\displaystyle \mathbb {R} ^{n}} with the property that every sequence in A {\displaystyle A} has a subsequence converging to an element of A {\displaystyle A} .

  8. Convergence proof techniques - Wikipedia

    en.wikipedia.org/wiki/Convergence_proof_techniques

    Convergence proof techniques are canonical patterns of mathematical proofs that sequences or functions converge to a finite limit when the argument tends to infinity. There are many types of sequences and modes of convergence , and different proof techniques may be more appropriate than others for proving each type of convergence of each type ...

  9. Convergence of random variables - Wikipedia

    en.wikipedia.org/wiki/Convergence_of_random...

    In other words, if X n converges in probability to X sufficiently quickly (i.e. the above sequence of tail probabilities is summable for all ε > 0), then X n also converges almost surely to X. This is a direct implication from the Borel–Cantelli lemma. If S n is a sum of n real independent random variables: