Question: Let Xn have characteristic function n. Find a counterexample to show that it is not enough to assume n(t) converges (pointwise in t) to a

Let Xn have characteristic function ζn. Find a counterexample to show that it is not enough to assume ζn(t) converges (pointwise in t) to a function ζ(t) in order to conclude that Xn converges in distribution.

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