Weak Convergence of Finite Borel Measures on a Metric Space
definitionAnalysisTopologyProbabilitydef:weak-convergence-measures-metric-2026aLet be a metric space, let be a sequence of Borel measures on with for every , and let be a Borel measure on with . Regard as a metric space with the absolute-value metric.
We say that converges weakly to , written , if for every bounded function that is continuous on , the sequence of integrals converges to .
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