Uniform convergence on compacts in probability under an absolutely continuous measure change

ID: uniform-convergence-on-compacts-in-probability-under-an-absolutely-continuous-measure-change

If , uniform convergence on compacts in probability under implies the same convergence under . Indeed, let be the Radon-Nikodym derivative. For every event ,
Integrability makes the second term arbitrarily small for large . Thus implies ; apply this to each event where the supremum on exceeds a fixed tolerance. Only absolute continuity of measures is needed, not equivalence.

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