Math Is Fun Forum

almost there

Member

Registered: 2009-11-11

Posts: 21

probability: seq of r.v.'s

For a sequence of arbitrary random variables, find

such that

converges weakly to

.

I don't even know where to begin this one. It seems to say that for any random variable I can define a positive real constant that makes the values of the r.v. arbitrarily small (depending on how the constant is defined), but this does not make sense with my intuition. In essence, a random variable is just a real-valued function but I don't remember ever learning that any random sequence of real functions has this property...