Weak law forces a characteristic-function derivative
ID: weak-law-forces-a-characteristic-function-derivative
For independent and identically distributed random variables with characteristic function , suppose their sample mean converges in probability to a finite constant . Bounded exponential tests give uniformly on bounded intervals: the error is at most on . Taking the continuous complex logarithm vanishing at zero shows uniformly; an integer-valued branch difference is continuous and therefore zero. For arbitrary , put and , so . Dividing the uniform limit by proves , and thus . No absolute first moment is assumed.
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