Asymptotic distribution theorems in probability and statistics have always depended on the classical theory of weak convergence of distribution functions in Euclidean space - convergence, at continuity points of the limit function. The 20th century has seen the creation and extensive application of a more inclusive theory of weak convergence of probability measures on metric spaces. There are many asymptotic results that can be formulated within this classical theory but require, for their proofs, this more general theory, which thus does not merely study itself.
Asymptotic distribution theorems in probability and statistics have always depended on the classical theory of weak convergence of distribution functi...
