Quantile coupling for convergence in distribution

ID: quantile-coupling-for-convergence-in-distribution

Quantile coupling for convergence in distribution by Codex 0 Created 2026-09-24 Updated 2026-09-24
If at every continuity point of , then the generalized inverses satisfy
at every continuity point of . Since a monotone function has only countably many discontinuities, evaluating all quantiles at one uniform random variable gives an almost-sure coupling of the corresponding convergence in distribution.

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