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Then, the necessary and sufficient conditions for compactness in $V\Re $ are given. The distance $L(\mu _1 ,\mu _2 )$ (that is analogous to the Lévy distance) is introduced, and equivalence of L-convergence and w. and v a set of all finite measures on $\Re $.
c.) of probability measures in appropriate functional spaces (c. The convergence of stochastic processes is defined in terms of the so-called “weak convergence” (w.