In this paper, we propose and study convergence of neutrosophic random variables. Besides, some relations among these convergences are proved. Besides, we define the notion of neutrosophic weak law of large number and neutrosophic central limit theorem, also some applications examples are shown.

The study of random variables and their distributions have been a great area of interest for many researchers. Recently the study of neutrosophic random variables have been introduced, that is why, in this paper, we apply discrete random distribution such as the uniform discrete distribution, Bernoulli distribution, binomial distribution, geometric distribution, negative binomial distribution, hypergeometric distribution and Poisson distribution by using neutrosophic random variables. This study opens a new way for dealing with issues that follow the classical distributions which appear in classical random variables and at the same time contain data not specified accurately.