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单词 PaulLevyContinuityTheorem
释义

Paul Lévy continuity theorem


Let F1,F2, be distribution functionsMathworldPlanetmath with characteristic functionsMathworldPlanetmathPlanetmathPlanetmathPlanetmathφ1,φ2,, respectively. If φn converges pointwiseto a limit φ, and if φ(t) is continuous at t=0, thenthere exists a distribution function F such that FnF weakly (http://planetmath.org/ConvergenceInDistribution), and the characteristic function associated to F is φ.

Remark. The reciprocal of this theorem is a corollary to the Helly-Bray theorem; hence FnF weakly if and only if φnφ pointwise; but this theorem says something stronger than the sufficiency of that : it says that the limit of a sequence of characteristic functions is a characteristic function whenever it is continuous at 0.

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更新时间:2025/5/4 11:06:20