{
  "aliases": null,
  "backlinks": null,
  "body": "\n## Statement\n\nLet $k \\ge 1$, and let $X, X_1, X_2, \\dots$ be random vectors in $\\R^k$.\nThen $X_n$ [[converges in distribution|0SRYJGXKR4]] to $X$ if and only if, for every $t \\in \\R^k$, the real random variables $t \\cdot X_n$ converge in distribution to $t \\cdot X$.\nHere $t \\cdot x$ is the [[dot product|0S52TNNTH9]] of $t$ and $x$.\n\n## Remarks\n\nProof idea: the [[characteristic function|0V5B6D6BQH]] of $X_n$ at $t$ is $E[e^{i t \\cdot X_n}]$, which is the characteristic function of $t \\cdot X_n$ at $1$.\nSo the condition gives pointwise convergence of the characteristic functions of $X_n$, and [[Lévy's continuity theorem|0FPWF7TTMB]] concludes.\nThe converse holds because $x \\mapsto t \\cdot x$ is continuous.\nA special case: the law of a random vector $X$ is determined by the laws of all its one-dimensional projections $t \\cdot X$.\nConvergence of the coordinates alone is not enough.\nIf $Z$ is standard normal, then $(Z, Z)$ and $(Z, -Z)$ have the same marginals but different laws.\nSo the constant sequence $(Z, Z)$ has coordinates that converge in law to those of $(Z, -Z)$, but it does not converge in law to $(Z, -Z)$.\n\n## Explanations\n\n### L1 human\n\nTo check that random vectors settle down to a limit law, it is enough to look at every straight-line projection of them.\nThis reduces questions about many dimensions to questions about one dimension.\n\n### L2 human\n\nThe standard use is the multivariate [[central limit theorem|0EPZC4Z1FC]]: for i.i.d. random vectors with finite covariance matrix, each projection $t \\cdot X_i$ obeys the one-dimensional theorem, and the Cramér–Wold theorem lifts this to a [[multivariate normal|0XN3K7RSZY]] limit.\nIt is also called the Cramér–Wold device.\n",
  "commit": "547b6eddb8f2feb8d579f2d633d22a27b7e132fc",
  "front": {
    "about": [
      "0SRYJGXKR4"
    ],
    "kind": "statement",
    "msc": [
      "60E10",
      "60F05",
      "60B10"
    ],
    "name": "Cramér–Wold theorem",
    "role": "theorem",
    "same_as": {
      "wikidata": "Q966837",
      "wikipedia": "Cramér–Wold theorem"
    },
    "sources": [
      {
        "url": "https://en.wikipedia.org/wiki/Cram%C3%A9r%E2%80%93Wold_theorem"
      }
    ],
    "tag": "3HFP9ZQ580",
    "uses": [
      "0SRYJGXKR4",
      "0S52TNNTH9",
      "0V5B6D6BQH",
      "0FPWF7TTMB"
    ]
  },
  "kind": "statement",
  "link": "https://math2.tamnd.com/node/3HFP9ZQ580/",
  "links": [
    {
      "field": "about",
      "target": "0SRYJGXKR4"
    },
    {
      "field": "uses",
      "target": "0SRYJGXKR4"
    },
    {
      "field": "uses",
      "target": "0S52TNNTH9"
    },
    {
      "field": "uses",
      "target": "0V5B6D6BQH"
    },
    {
      "field": "uses",
      "target": "0FPWF7TTMB"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/3HFP9ZQ580.md",
  "msc": [
    "60E10",
    "60F05",
    "60B10"
  ],
  "name": "Cramér–Wold theorem",
  "prov": null,
  "role": "theorem",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/3HF/3HFP9ZQ580.md",
  "status": null,
  "tag": "3HFP9ZQ580",
  "uri": "m2://3HFP9ZQ580",
  "url": "https://math2.tamnd.com/wiki/cramer-wold-theorem/",
  "writing": {
    "tag": "3HFP9ZQ580",
    "kind": "statement",
    "level": "W0",
    "next": [
      {
        "what": "an inventory row",
        "note": "the row of the inventory that the node accounts for",
        "have": 0,
        "want": 1
      },
      {
        "what": "a source with a locator",
        "have": 0,
        "want": 1
      }
    ]
  }
}
