Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-201/2/b/solution

For a bounded measurable , the dual estimate for total variation distance gives
The right-hand side tends to zero, so in particular the integrals converge for every bounded continuous . Thus weak convergence of random variables follows.
The converse fails. On , let and . Continuity gives , so converges weakly to . However, for ,
for every , so there is no convergence in total variation distance.

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