logo

Convergence of Distributions 📂Distribution Theory

Convergence of Distributions

Definition1

Let’s say DD^{\ast} is a distribution space, {Tn}\left\{ T_{n} \right\} a sequence of distributions in DD^{\ast}. If for all test functions ϕ\phi, the following equation holds, then {Tn}\left\{ T_{n} \right\} is said to weakly converge to TT.

Tn(ϕ)T(ϕ),ϕD T_{n}(\phi) \to T(\phi) ,\quad \forall \phi \in \mathcal{D}

Explanation

The convergence of distributions is referred to as weak convergence because, in the case that TT, TnT_{n} are regular distributions, it actually corresponds to weak convergence in a Hilbert space.


Let’s assume T,TnT, T_{n} is a regular distribution. Then, there exists a corresponding locally integrable function u,unu, u_{n}. In this case, when TnTT_{n} \to T, the following holds.

Tn(ϕ)=un(x)ϕ(x)dxu(x)ϕ(x)dx=T(ϕ)    un,ϕu,ϕ \begin{align*} && T_{n}(\phi) = \int u_{n} (x) \phi (x) dx &\to \int u(x) \phi (x) dx = T(\phi) \\ \implies && \langle u_{n}, \phi \rangle &\to \langle u, \phi \rangle \end{align*}

Therefore, the convergence of TnT_{n} to TT means the same as the weak convergence of unu_{n} to uu.

Theorem

If u,unu, u_{n} meets any one of the following three conditions, then TnTT_{n} \to T holds.

  • (a) unuu_{n} \to u and for all nn, there exists vLloc1v \in L_{\mathrm{loc}}^{1} that satisfies unv\left| u_{n} \right| \le v .

  • (b) On all bounded sets, unu u_{n}\rightrightarrows u.

  • (c) On all bounded sets, unu in L2u_{n} \to u \text{ in } L^{2}.


  1. Gerald B. Folland, Fourier Analysis and Its Applications (1992), p314 ↩︎