A proof of the Lévy-Cramér continuity theorem for probability measures (Q916192)

The Lévy-Cramér theorem on a locally compact Abelian group G states that if \((\mu_ n)\) is a sequence of probability measures in G and \({\hat \mu}{}_ n\) converges pointwise on \(\hat G\) to a function \(\phi\) which is continuous at 0, then there is a probability measure \(\mu\) on G such that \({\hat \mu}=\phi\) and the convergence of \(\mu_ n\) to \(\mu\) is in the \(\sigma (M(G),C^ b(E))\) topology. This paper offers a new proof of this theorem which makes no appeal to Bochner's theorem. Write A(E) for the space of Fourier transforms of \(L^ 1(\Gamma)\). It is shown directly that the limit \[ \lim_{n\to \infty}L_ n(\hat u)=\lim_{n\to \infty}\int_{\Gamma}u(\gamma)\hat mu_ n(\gamma)dp \] exists for all \(u\in L^ 1(\Gamma)\). This defines a linear functional on A(\(\Gamma\)). There is a unique extension to \(C^ 0(G)\) which provides the measure \(\mu\).