A Generalization of E. Siebert’s Theorem on Convergence of Convolution Semigroups and Accompanying Laws
W. Hazod · Theory of Probability and Its Applications · 1996
The convergence of sequences of convolution semigroups of probabilities in terms of their generating functionals is described. The equivalence of the convergence of the accompanying laws and the corresponding generating functionals is proved in the case of an arbitrary locally compact group.