Let (Ω,F,P) be a probability space. Let (Xn)n∈N be a sequence of random variables, and X be another RV. Let Xn∼μn,X∼μ. We say Xnconverges to X in distribution if and only if ∀x∈R such that μ{x}=0 we have that μn((−∞,x])→μ((−∞,x])or Fn(x)→F(x) this is also commonly referred to as convergence in law and denoted as XndX.