In
probability theory
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expre ...
, Glivenko's theorem states that if
,
are the characteristic functions of some
probability distribution
In probability theory and statistics, a probability distribution is a Function (mathematics), function that gives the probabilities of occurrence of possible events for an Experiment (probability theory), experiment. It is a mathematical descri ...
s
respectively and
almost everywhere, then
in the sense of probability distributions.
References
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