$\newcommand{\Om}{\Omega}\newcommand{\w}{\omega}\newcommand{\F}{\mathscr F}\newcommand{\R}{\mathbb R}\newcommand{\e}{\varepsilon}\newcommand{\convd}{\stackrel{\text d}\to}\newcommand{\convp}{\stackrel{\text p}\to}\newcommand{\convas}{\stackrel{\text {a.s.}}\to}\newcommand{\E}{\operatorname{E}}\newcommand{\Var}{\operatorname{Var}}\newcommand{\one}{\mathbf 1}$In this post I’m going to introduce two modes of convergence for random variables.…