A counterexample to A.S. constructions

We discuss the question whether in Skorokhod's a.s. construction theorem for probability measures on a product space one can choose the second component of the a.s. convergent r.v.'s independent of n [epsilon] N if the second marginals of the probability measures are independent of n [epsilon]. It is, especially, shown by a counterexample that this is not true in general.

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Year of publication:	1990
Authors:	Rachev, S. T. ; Rüschendorf, L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 4, p. 307-309
Publisher:	Elsevier
Keywords:	Skorokhod as construction conditional distributions stochastic differential equation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319908