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Helly–Bray theorem : ウィキペディア英語版 | Helly–Bray theorem In probability theory, the Helly–Bray theorem relates the weak convergence of cumulative distribution functions to the convergence of expectations of certain measurable functions. It is named after Eduard Helly and Hubert Evelyn Bray. Let ''F'' and ''F''1, ''F''2, ... be cumulative distribution functions on the real line. The Helly–Bray theorem states that if ''F''''n'' converges weakly to ''F'', then :: for all bounded, continuous and real-valued functions on ''S''. (The integrals in this version of the theorem are Lebesgue–Stieltjes integrals.) The more general theorem above is sometimes taken as ''defining'' weak convergence of measures (see Billingsley, 1999, p. 3). ==References== #
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