Cramér-Wold theorem

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In mathematics, the Cramér-Wold theorem in measure theory states that a Borel probability measure on $R k$ is uniquely determined by the totality of its one-dimensional projections. The theorem is named after Harald Cramér and Herman Ole Andreas Wold.

Let

$\overline{X}_n = (X_{n1},\dots,X_{nk}) \;$

and

$\; \overline{X} = (X_1,\dots,X_k)$

be random vectors of dimension k. Then $\overline{X}_n$ converges to $\overline{X}$ if and only if:

$\sum_{i=1}^k t_iX_{ni} \frac{D}{\overrightarrow{\infty}} \sum_{i=1}^k t_iX_i.$

for each $(t_1,\dots,t_k)\in \mathbb{R}^k$ That is if every fixed linear combination of the coordinates of $\overline{X}_n$ converges in distribution to the correspondent linear combination of coordinates of $\overline{X}$ .