The R Journal: article published in 2009, volume 1:2

ConvergenceConcepts: An R Package to Investigate Various Modes of Convergence PDF download
Pierre Lafaye de Micheaux and Benoit Liquet , The R Journal (2009) 1:2, pages 18-25.

ConvergenceConcepts is an R package, built upon the tkrplot, tcltk and lattice packages, designed to investigate the convergence of simulated sequences of random variables. Four classical modes of convergence may be studied, namely: almost sure convergence (a.s.), convergence in probability (P), convergence in law (L) and convergence in r-th mean (r). This investigation is performed through accurate graphical representations. This package may be used as a pedagogical tool. It may give students a better understanding of these notions and help them to visualize these difficult theoretical concepts. Moreover, some scholars could gain some insight into the behaviour of some random sequences they are interested in.

  author = {Pierre Lafaye de Micheaux and Benoit Liquet},
  title = {{ConvergenceConcepts: An R Package to Investigate Various
          Modes of Convergence}},
  year = {2009},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2009-011},
  url = {},
  pages = {18--25},
  volume = {1},
  number = {2}