PreprintCC BY 4.0arXiv
A Self-Contained Proof of the Portmanteau Theorem
Abstract
The Portmanteau Theorem gives several equivalent characterizations of weak convergence of probability measures (equivalently, convergence in distribution of random variables). This note presents a unified proof of the theorem in a seven-statement formulation, emphasizing the structure of the implication cycle connecting expectations of bounded continuous functions with probability bounds on open and closed sets. The argument highlights standard approximation techniques and clarifies the role of intermediate function classes such as bounded Lipschitz functions.
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BibTeX
@misc{smith2026selfcontained,
title = {{A Self-Contained Proof of the Portmanteau Theorem}},
author = {Benjamin Smith},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.09689},
eprint = {2609.09689},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.09689},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - A Self-Contained Proof of the Portmanteau Theorem
AU - Benjamin Smith
PY - 2026
DA - 2026/09/09
PB - arXiv
DO - 10.48550/arxiv.2609.09689
UR - https://arxiv.org/abs/2609.09689
AB - The Portmanteau Theorem gives several equivalent characterizations of weak convergence of probability measures (equivalently, convergence in distribution of random variables). This note presents a unified proof of the theorem in a seven-statement formulation, emphasizing the structure of the implication cycle connecting expectations of bounded continuous functions with probability bounds on open and closed sets. The argument highlights standard approximation techniques and clarifies the role of intermediate function classes such as bounded Lipschitz functions.
ER -