Glivenko's theorem (probability theory)

In probability theory, Glivenko's theorem states that if , are the characteristic functions of some probability distributions respectively and almost everywhere, then in the sense of probability distributions.[1]

References

  1. ↑ Itô, Kiyoshi (1984). Introduction to Probability Theory. Cambridge University Press. p. 87. ISBN 0 521 26960 1.


This article is issued from Wikipedia - version of the 12/1/2016. The text is available under the Creative Commons Attribution/Share Alike but additional terms may apply for the media files.