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Convergence


Convergence is the approach of a sequence, series, net, filter, or other limiting process to a limit in a specified sense. Its principal meanings depend on the structure under consideration, such as a topology, metric, norm, measure, or probability measure.

In a topological space, a net converges to a point x if it is eventually in every neighborhood of x, while a filter converges to x if every neighborhood of x belongs to the filter. The usual definition of a convergent sequence in a metric space is the corresponding special case for a sequence. A series converges when its sequence of partial sums converges. Absolute convergence and conditional convergence distinguish whether the associated series of absolute values also converges.

For a sequence of functions, common modes include pointwise convergence, uniform convergence, and almost everywhere convergence. On a measure space (X,A,mu), the functions f_n converge in measure to f if, for every epsilon>0,

 mu([{x in X:|f_n(x)-f(x)|>epsilon]})->0.

In a normed space, norm convergence is also called strong convergence, while weak convergence tests convergence using linear functionals.

For random variables, important modes are convergence almost surely, convergence in probability, convergence in distribution, and convergence in mean. Convergence almost surely implies convergence in probability, which implies convergence in distribution. Convergence in the rth mean for r>0 also implies convergence in probability.

In numerical algorithms, the rate of convergence describes how quickly approximations approach a limit, while convergence improvement accelerates this approach. Convergence tests determine whether a series converges. The opposite of convergence is divergence.


See also

Absolute Convergence, Almost Everywhere Convergence, Almost Surely, Conditional Convergence, Convergence Improvement, Convergence in Mean, Convergence Tests, Convergent Sequence, Convergent Series, Distributional Convergence, Divergence, Filter, Limit, Net, Pointwise Convergence, Probabilistic Convergence, Rate of Convergence, Strong Convergence, Uniform Convergence, Weak Convergence

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References

Billingsley, P. Convergence of Probability Measures, 2nd ed. New York: Wiley, 1999.Kelley, J. L. General Topology. New York: Van Nostrand, 1955.Munkres, J. R. Topology, 2nd ed. Upper Saddle River, NJ: Prentice Hall, 2000.Royden, H. L. and Fitzpatrick, P. M. Real Analysis. Pearson, 2010.Rudin, W. Principles of Mathematical Analysis, 3rd ed. New York: McGraw-Hill, 1976.

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Convergence

Cite this as:

Weisstein, Eric W. "Convergence." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Convergence.html

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