- #1
tom85
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say we have a sequence of probability measures on R, such that each one is abs. continuous wrt the Lebesgue measure...
is it possible that these measures converge weakly to a measure which is _not_ abs. continuous wrt the Lebesgue measure?
is it possible that these measures converge weakly to a measure which is _not_ abs. continuous wrt the Lebesgue measure?