Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/ii/paper-1/27h/a/solution

Lévy's continuity theorem states that if characteristic functions converge pointwise to a function continuous at zero, then is a characteristic function and the corresponding laws converge weakly to its law. Conversely, convergence in distribution implies pointwise convergence of characteristic functions.

New to topics? Read the docs here!