Continuous mapping theorem: Difference between revisions

Content deleted Content added
Line 26:
: <math> \mathbb E f(X_n) \to \mathbb E f(X)</math> for every bounded continuous functional ''f''.
 
So it suffices to prove that <math> \mathbb E f(g(X_n)) \to \mathbb E f(g(X))</math> for every bounded continuous functional ''f''. For simplicity we assume ''g'' continuous. Note that <math> F = f \circ g</math> is itself a bounded continuous functional. And so the claim follows from the statement above. The general case is slightly more technical.
 
===Convergence in probability===