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Is there an analog for Lévy's continuity theorem for random vectors?

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    $\begingroup$ It holds for vectors too. See e.g. here $\endgroup$
    – jlammy
    Commented Jan 21, 2021 at 15:47
  • $\begingroup$ Thank you for answer! $\endgroup$
    – Nikolay
    Commented Jan 21, 2021 at 15:49

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