Glivenko's theorem (probability theory)

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In probability theory, Glivenko's theorem states that if φn,n, φ are the characteristic functions of some probability distributions μn,μ respectively and φnφ almost everywhere, then μnμ 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.