Convergence Concepts in Probability
A short note on almost sure convergence, convergence in probability, convergence in distribution, convergence in mean, and the relationships between these modes of convergence.
Download PDFNotes on probability spaces, random variables, expectation, conditional expectation, independence, convergence, laws of large numbers, and central limit theorems.
Probability Theory
This section collects foundational notes in probability theory, emphasizing concepts that recur in asymptotic statistics, stochastic modelling, machine learning theory, and decision-making under uncertainty.
A short note on almost sure convergence, convergence in probability, convergence in distribution, convergence in mean, and the relationships between these modes of convergence.
Download PDFA conceptual note on conditional expectation, sigma-algebras, measurability, and the Hilbert-space projection interpretation.
Coming soonA note comparing weak and strong laws of large numbers, with examples showing why averaging stabilizes random quantities.
Coming soonA note on classical central limit theorems, asymptotic normality, normalization, and their role in statistical inference.
Coming soon