Definition: For A\subset\mathbb{R}, X_n are A-valued random variables and a_n (X_n - \theta) \stackrel{D}{\rightarrow} X for some sequence \{a_n\}_{n\in\mathbb{N}} satisfying a_n \rightarrow \infty as n \rightarrow \infty. Then for any function h: A \rightarrow\mathbb{R} that is differentiable at \theta , a_n (h(X_n ) - h(\theta)) \stackrel{D}{\rightarrow} h'(\theta)X

Could someone explain that definition? I had a look on wikipedia (Delta method - Wikipedia, the free encyclopedia) but it doesn't look like the definition above. I don't understand what it's saying or how to use it, can someone please explain, thanks.