A Skorohod Representation Theorem for Uniform Distance

Let µn be a probability measure on the Borel sigma-field on D[0, 1] with respect to Skorohod distance, n = 0. Necessary and sufficient conditions for the following statement are provided. On some probability space, there are D[0, 1]-valued random variables Xn such that Xn tilde µn for all n = 0 and

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Year of publication:	2010
Authors:	Berti, Patrizia ; Pratelli, Luca ; Rigo, Pietro
Publisher:	Pavia : Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
Subject:	Cadlag function Exchangeable empirical process Separable probability measure Skorohod representation theorem Uniform distance Weak convergence of probability measures

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Series:	Quaderni di Dipartimento ; 109
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	783563744 [GVK] hdl:10419/95306 [Handle] RePEc:pav:wpaper:109 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010335294