Helly–Bray theorem ^{en}
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 F₁, F₂, ... be cumulative distribution functions on the real line. The Helly–Bray theorem states that if Fₙ converges weakly to F, then for each bounded, continuous function g: R → R, where the integrals involved are Riemann–Stieltjes integrals. Note that if X and X₁, X₂, ... are random variables corresponding to these distribution functions, then the Helly–Bray theorem does not imply that E → E, since g(x) = x is not a bounded function. In fact, a stronger and more general theorem holds. Let P and P₁, P₂, ... be probability measures on some set S. Then Pₙ converges weakly to P if and only if for all bounded, continuous and realvalued functions on S. The more general theorem above is sometimes taken as defining weak convergence of measures. [  ]
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