Notes on locally uniform weak convergence with application to additive processes
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Abstract: This paper concerns the locally uniform weak convergence of functions taking values in the space of finite Borel measures on a metric space. In particular, we establish a locally uniform version of L'evy's continuity theorem for characteristic functions, assuming that the metric space is a Euclid space. As application, we show that the locally uniform weak convergence of the marginal distributions of additive processes characterizes the functional convergence of the processes.
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