Paul Lévy continuity theorem
Let be distribution functions with characteristic functions
, respectively. If converges pointwiseto a limit , and if is continuous at , thenthere exists a distribution function such that weakly (http://planetmath.org/ConvergenceInDistribution), and the characteristic function associated to is .
Remark. The reciprocal of this theorem is a corollary to the Helly-Bray theorem; hence weakly if and only if 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.