On the role of the Ky Fan metric in rough ideal convergence in probability

Fuente: arXiv
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Main Authors: Aziz, Tamim, Ghosal, Sanjoy
Format: Preprint
Published: 2026
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author Aziz, Tamim
Ghosal, Sanjoy
author_facet Aziz, Tamim
Ghosal, Sanjoy
contents Given a probability space $(S,Δ, \mathbb{P})$ and a separable metric space $(U,d)$, the $Ky~Fan$ metric $ρ(X,Y)$ on the space $\mathfrak{X}^0$ of equivalence classes of random variables (w.r.t. almost sure equality) formed from the set $\mathfrak{X}(U)$ of $U$-valued random variables is given by $ρ(X,Y)=\inf \{\varepsilon>0:\mathbb{P}(d(X,Y)>\varepsilon)\leq\varepsilon\}.$ In this article, we primarily introduce the concept of rough ideal convergence in probability which serves as a unifying generalization of both ideal convergence of sequences in metric spaces and convergence of random variables in probability. We demonstrate that the rough ideal limit set is closed and bounded w.r.t. the $Ky~Fan$ metric $ρ$, and that, for a certain class of ideals, it forms an $F_{σδ}$ subset of $\mathfrak{X}^0$. In this process, we present the key concepts of strong and weak rough ideal cluster points in probability. It turns out that the set of strong rough ideal cluster points in probability is always closed, whereas the weak set is conditionally closed in the metric space ($\mathfrak{X}^0,ρ)$. Finally, we obtain a characterization of a maximal admissible ideal in terms of the sets of strong rough ideal cluster points and the rough ideal limit set in probability.
format Preprint
id arxiv_https___arxiv_org_abs_2601_01797
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle On the role of the Ky Fan metric in rough ideal convergence in probability
Aziz, Tamim
Ghosal, Sanjoy
Probability
Primary 40A35, 60B10 Secondary 40G15
Given a probability space $(S,Δ, \mathbb{P})$ and a separable metric space $(U,d)$, the $Ky~Fan$ metric $ρ(X,Y)$ on the space $\mathfrak{X}^0$ of equivalence classes of random variables (w.r.t. almost sure equality) formed from the set $\mathfrak{X}(U)$ of $U$-valued random variables is given by $ρ(X,Y)=\inf \{\varepsilon>0:\mathbb{P}(d(X,Y)>\varepsilon)\leq\varepsilon\}.$ In this article, we primarily introduce the concept of rough ideal convergence in probability which serves as a unifying generalization of both ideal convergence of sequences in metric spaces and convergence of random variables in probability. We demonstrate that the rough ideal limit set is closed and bounded w.r.t. the $Ky~Fan$ metric $ρ$, and that, for a certain class of ideals, it forms an $F_{σδ}$ subset of $\mathfrak{X}^0$. In this process, we present the key concepts of strong and weak rough ideal cluster points in probability. It turns out that the set of strong rough ideal cluster points in probability is always closed, whereas the weak set is conditionally closed in the metric space ($\mathfrak{X}^0,ρ)$. Finally, we obtain a characterization of a maximal admissible ideal in terms of the sets of strong rough ideal cluster points and the rough ideal limit set in probability.
title On the role of the Ky Fan metric in rough ideal convergence in probability
topic Probability
Primary 40A35, 60B10 Secondary 40G15
url https://arxiv.org/abs/2601.01797