In this subsection, we still assume that $J_n = J_n^{(\mathrm{C})}$. Moreover, we assume that $\beta = 1$ and $h = 0$. We denote $Z_\infty = \int_{-\infty}^{+\infty} \exp\left(-\frac{x^4}{12}\right) \mathrm{d}x$ and we consider the function $$\varphi_\infty : x \longmapsto \frac{1}{Z_\infty} \exp\left(-\frac{x^4}{12}\right).$$ Justify that, for any continuous and bounded function $f$ on $\mathbb{R}$, the quantity $$E_{n,f} = \int_{-\infty}^{+\infty} \mathbb{E}\left(f\left(\frac{t}{n^{1/4}} + n^{1/4} M_n\right)\right) \exp\left(-\frac{t^2}{2}\right) \frac{\mathrm{d}t}{\sqrt{2\pi}}$$ is well defined.
In this subsection, we still assume that $J_n = J_n^{(\mathrm{C})}$. Moreover, we assume that $\beta = 1$ and $h = 0$.
We denote $Z_\infty = \int_{-\infty}^{+\infty} \exp\left(-\frac{x^4}{12}\right) \mathrm{d}x$ and we consider the function
$$\varphi_\infty : x \longmapsto \frac{1}{Z_\infty} \exp\left(-\frac{x^4}{12}\right).$$
Justify that, for any continuous and bounded function $f$ on $\mathbb{R}$, the quantity
$$E_{n,f} = \int_{-\infty}^{+\infty} \mathbb{E}\left(f\left(\frac{t}{n^{1/4}} + n^{1/4} M_n\right)\right) \exp\left(-\frac{t^2}{2}\right) \frac{\mathrm{d}t}{\sqrt{2\pi}}$$
is well defined.