Convergence in probability
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X_n converges in probability to X when, for every epsilon>0, the probability of deviation greater than epsilon tends to zero.
mko-convergence-in-probability · definition · v0.10.0
Mathematical statement
All X_n and X must belong to the same probability space. Retain the tail obligations: for every epsilon>0 and every delta>0 there exists N such that every n≥N has deviation probability below delta. This slice uses an explicitly declared c/(n+s) deviation-probability profile on a valid probability domain, or an eventual-equality certificate. A finite prefix does not establish convergence.
Representative formula (exact TeX)
P(X)
Assumptions
- The symbolic c/(n+s) profile has positive integers c,s and starts only where its probability is at most 1.
- Convergence in probability is not conflated with almost-sure, L^p or distributional convergence.
Symbol scope
P— convergence-in-probability recordX— common limiting random variable
Intuition, definition, and misconceptions
Every positive epsilon requires control of the corresponding deviation event.
The c/(n+s) profile gives an explicit N for any positive delta on its valid starting domain.
Finite prefixes support only an audit; eventual equality provides a different universal-tail certificate.
Finitely many decreasing error probabilities do not establish convergence, and convergence in distribution is not the same notion.
Adopted derivation guide
A universal tail certificate from eventual equalityThe original MKO is retained. The guide has its own append-only revision and verification boundaries, not a new Lean proof.
Prerequisites
- Finite joint distribution — A common finite probability space supplies the joint setting.
- Real random variables on finite sample spaces — X_n and X are variables on the same space.
- Probability on finite sample spaces — Deviation events have probabilities.
- Sequence — The variables are indexed by n.
- Convergence in a metric space — Real-valued deviations use distance.
Verification boundary
Only explicitly declared symbolic tails or eventual equality are accepted; no almost-sure, Lp or CLT conclusion follows. The active zero-indexed prefix uses the owner-adopted minimal-shift revision of 2026-10-17 so every displayed value is in [0,1]; the original out-of-domain prefix remains preserved as history.
not_formalized
This does not mean the content is false; it means no replayable computational or formal evidence is registered yet.
Next obligation
Add convergence in distribution and the weak law of large numbers.
Same-source structured data
This page and the interactive view use the same object and existing language edition; this adds no proof or human review.
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