Convergence of random variables.
I know the criteria for using Monotone convergence and dominated convergence,
but is the result the same for both?
That is, $\displaystyle \lim_{n \to \infty} \mathbb{E}[X_{n}] = \mathbb{E}[X] $ ?
Convergence of random variables.
I know the criteria for using Monotone convergence and dominated convergence,
but is the result the same for both?
That is, $\displaystyle \lim_{n \to \infty} \mathbb{E}[X_{n}] = \mathbb{E}[X] $ ?