Smooth Test Function Criterion for Convergence in Distribution
theoremAnalysisProbabilitythm:smooth-test-convergence-distribution-2026aLet and be \reftext{def:probability-space-random-variable-2026a}{random variables}, not necessarily on a common probability space, and let denote the \reftext{def:real-numbers-c54-2026c}{real numbers}. Call a function an \textbf{admissible test function} if is bounded, is a \reftext{def:ck-map-euclidean-open-set-2026b}{ map} on , and its first, second, and third derivatives are bounded. Then the following hold.
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For every admissible test function and every random variable , the composition is a random variable with finite \reftext{def:expectation-variance-2026a}{expectation}; in particular and are defined real numbers.
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If
for every admissible test function , then in distribution, in the sense of \ref{def:convergence-modes-2026a}.
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