I have seen different types of convergence among random variables
- Almost sure.
- In mean.
- In probability.
- In distribution.
What are the differences between them, I'm looking for a more intuitive answer. In addition, every type of convergence has a particular mode to check the convergence. I realized for example, that to check convergence in mean and probability you have to use a lot of inequalities. Is there advices to check every convergence?
