
convergent in measure,
adj. (of a sequence, {fn}, of measurable functions) convergent with respect to some measure, P, in the sense that, for every ɛ > 0
P({x : |fn(x) - f(x)| > ɛ})
tends to zero as n tends to infinity; f is then the limit of the sequence. Compare convergent in mean, pointwise convergent.
P({x : |fn(x) - f(x)| > ɛ})
tends to zero as n tends to infinity; f is then the limit of the sequence. Compare convergent in mean, pointwise convergent.