Glivenko's theorem (probability theory)

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In probability theory, Glivenko's theorem states that if [math]\displaystyle{ \varphi_n, n\in \mathbb N }[/math], [math]\displaystyle{ \varphi }[/math] are the characteristic functions of some probability distributions [math]\displaystyle{ \mu_n, \mu }[/math] respectively and [math]\displaystyle{ \varphi_n \to \varphi }[/math] almost everywhere, then [math]\displaystyle{ \mu_n \to \mu }[/math] in the sense of probability distributions.[1]

References

  1. Itô, Kiyosi (1984). Introduction to Probability Theory. Cambridge University Press. p. 87. ISBN 0 521 26960 1.