random variable convergence
Hello,
question is about about one point in proposition saying that convergence of random variable almost surely implies convergence in probability.
A sequence
of random variables is said to converge almost surely to the random variable X if
, which is equivalent to
.
In proof of this proposition (in book of John B.Thomas) it is said that:
is equivalent to ![P(\bigcap_{n=N}^\infty\[\omega: \mid {X_n - X}\mid\geq \varepsilon])< \delta](http://latex.codecogs.com/png.latex?P(\bigcap_{n=N}^\infty\[\omega: \mid {X_n - X}\mid\geq \varepsilon])< \delta)
Although, using De Morgan's law and property of pobability measure I get that
is equivalent to
,
which is essentially different statement.
Can anybody comment this?