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Portmanteau theorem

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Convergence of random variables Convergence in distribution
2026-09-24  0 By others on same topic  0 Discussions Create my own version
The Portmanteau theorem gives equivalent formulations of weak convergence, including inequalities on open and closed sets and convergence of expectations for every bounded measurable function whose discontinuity set has zero limiting probability.

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  1. Convergence in distribution
  2. Convergence of random variables
  3. Probability theory
  4. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 201 / 2 / d / Solution

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