Pointwise limit of MGFs or characteristic functions (convergence in distribution)

The question asks to compute the pointwise limit of a sequence of MGFs or characteristic functions, typically to establish convergence in distribution (e.g., Poisson approximation, CLT).

grandes-ecoles 2018 Q13 View
For $n \in \mathbb { N } ^ { * }$, $U _ { n }$ is a random variable on $(\Omega , \mathcal { A } , \mathbb { P })$ following the uniform distribution on $\llbracket 1 , n \rrbracket$. We set $Y _ { n } = \frac { 1 } { n } U _ { n }$.
For $t \in \mathbb { R }$, calculate $\lim _ { n \rightarrow + \infty } M _ { Y _ { n } } ( t )$.
grandes-ecoles 2019 Q6 View
Let $n$ be a non-zero natural number. We set $$\forall n \in \mathbb{N}^{\star}, \quad X_n = \sum_{k=1}^{n} \frac{\varepsilon_k}{2^k}$$ where $(\varepsilon_n)_{n \geqslant 1}$ is a sequence of independent random variables taking values in $\{-1,1\}$ with $\mathbb{P}(\varepsilon_n = 1) = \mathbb{P}(\varepsilon_n = -1) = 1/2$ for all $n \geqslant 1$.
Deduce the pointwise limit of the sequence of functions $(\varphi_n)_{n \geqslant 1}$ defined by $$\forall n \in \mathbb{N}^{\star}, \quad \varphi_n : \begin{aligned} \mathbb{R} &\rightarrow \mathbb{R} \\ t &\mapsto \mathbb{E}(\cos(t X_n)) \end{aligned}$$