ELI5: Explain Like I'm 5

Almost sure convergence

Okay kiddo, let me explain almost sure convergence to you.

When we talk about almost sure convergence, we mean that something almost always happens, but there's a very small chance that it might not. It's kind of like when you go to the park to play but it might rain that day, so you bring your raincoat just in case.

Now, instead of rain, imagine we are talking about a sequence of numbers. A sequence is just a list of numbers, like 1,2,3,4,5. When we say a sequence of numbers almost surely converges to a certain value, we mean that it will converge to that value almost all the time, but there may be a really tiny chance that it won't converge to that value.

Let's say we have a sequence of coin tosses. We keep flipping a coin and writing down whether it lands heads or tails. The sequence might look something like this: H, H, T, H, T, T, T, H, H... and so on.

Now, let's say we want to see if this sequence almost surely converges to getting more heads than tails. That means, most of the time, we should be getting more heads than tails. But there might be a small chance that we don't.

In this case, we can use math to prove that this sequence almost surely converges to getting more heads than tails. That means, if we flip the coin enough times, we will almost always end up with more heads than tails.

So that's almost sure convergence for you, kiddo. It's a way of saying that something will happen almost all the time, but there's a tiny chance it might not.