Abstract
Weak convergence is at the heart of much of probability and statistics. Limit theorems provide much of the justification of statistics, and they also have a myriad of other applications. There is an intimate relationship between weak convergence and characteristic functions, and it is indeed this relationship (provided by the next theorem) that makes characteristic functions so useful in the study of probability and statistics.
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© 2000 Springer-Verlag Berlin Heidelberg
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Jacod, J., Protter, P. (2000). Weak Convergence and Characteristic Functions. In: Probability Essentials. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-51431-9_19
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DOI: https://doi.org/10.1007/978-3-642-51431-9_19
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-66419-2
Online ISBN: 978-3-642-51431-9
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