On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes

V. I. Bogachev, A. F. Miftakhov
Theory of Stochastic Processes
Vol.21 (37), no.1, 2016, pp.1-11
We study conditions on metrics on spaces of measurable functions under which weak convergence of Borel probability measures on these spaces follows from weak convergence of finite-dimensional projections of the considered measures.