Convergence in probability

On this page
  1. Mathematical statement
  2. Representative formula (exact TeX)
  3. Assumptions
  4. Symbol scope
  5. Intuition, definition, and misconceptions
  6. Adopted derivation guide
  7. Prerequisites
  8. Verification boundary
  9. Next obligation
  10. Same-source structured data

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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 record
  • X — 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 equality

The original MKO is retained. The guide has its own append-only revision and verification boundaries, not a new Lean proof.

Prerequisites

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.

Canonical MKO JSON · Plain Markdown