[Math] Almost sure convergence along a subsequence implies convergence in probability over the whole sequence

almost-everywhereasymptoticsconvergence-divergenceprobabilityprobability theory

Consider a sequence of real-valued random variables $\{X_n\}_n$ almost surely converging to a real-valued random variable $X$ along a subsequence $\{n_k\}_k \subseteq \mathbb{N}$: $X_{n_k} \rightarrow_{a.s.}X$ as $k \rightarrow \infty$.

Does this imply convergence in probability along the whole sequence, i.e. $X_n \rightarrow _p X$ as $n \rightarrow \infty$? Hint for the proof?

Best Answer

What is true is this: If every subsequence of $\{X_n\}$ has a further subsequence that converges almost surely to $X$, then $\{X_n\}$ converges to $X$ in probability. The proof is straightforward.