Let $*$ be the convolution product and $\eta_n$, $\eta$ be random variables to $\mathbb{R}$ then we have: $$ \eta_n \mbox{ converges weakly to } \eta \Leftrightarrow \mbox{ for every contuously distributed } \varepsilon \mbox{ we have: }\\ (F_{\eta_n} * F_{\varepsilon})_n \mbox{ converges uniformly to } (F_{\eta} * F_{\varepsilon})$$ where $F_{\eta}$ is the cumulative distribution function of $\eta$. I would like to prove this statement or get a reference for a proof. What would be even more more awesome if this had a generalization for filters.
2025-01-13 02:09:25.1736734165
Characterization of weak convergence
77 Views Asked by HolyMonk https://math.techqa.club/user/holymonk/detail AtRelated Questions in PROBABILITY-THEORY
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