Skorohod representation theorem via disintegrations
نویسندگان
چکیده
منابع مشابه
Skorohod Representation Theorem Via Disintegrations
Let (μn : n ≥ 0) be Borel probabilities on a metric space S such that μn → μ0 weakly. Say that Skorohod representation holds if, on some probability space, there are S-valued random variables Xn satisfying Xn ∼ μn for all n and Xn → X0 in probability. By Skorohod’s theorem, Skorohod representation holds (with Xn → X0 almost uniformly) if μ0 is separable. Two results are proved in this paper. Fi...
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ژورنال
عنوان ژورنال: Sankhya A
سال: 2010
ISSN: 0976-836X,0976-8378
DOI: 10.1007/s13171-010-0008-3