Past exam of the probability course of the University of Oxford / 2023 / 2 / a

The uniqueness theorem for moment-generating functions states that if $M_X$ and $M_Y$ are finite and equal on an open real interval containing zero, thenFor the convergence theorem for moment-generating functions, suppose that the moment-generating functions $M_{X_n}$ are finite on a common open real interval $(-a,a)$, $a>0$, and $M_{X_n}(t)\to M_X(t)$ for every $|t|<a$, where $M_X$ is finite there. ThenOne may equivalently assume convergence to a finite function $M$ on that interval: the theorem then asserts existence of a unique limiting probability distribution with moment-generating function $M$ as well as convergence in distribution.