Convergence in Distribution of Random Elements of a Metric Space
definitionAnalysisProbabilitydef:convergence-in-distribution-metric-2026aLet be a metric space. For each let be a random element of on a probability space , and let be a random element of on a probability space ; these probability spaces are not assumed to be the same. Let denote the law of and let denote the law of .
We say that converges in distribution to if converges weakly to .
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