On strong forms of weak convergence

We discuss three forms of convergence in distribution which are stronger than the normal weak convergence, and are non-topological in nature. We give Storokhod representation results for two of these modes of convergence, and give applications to sufficient statistics and conditioned Markov processes, which are more difficult to obtain using weak convergence.

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Year of publication:	1997
Authors:	Jacka, S. D. ; Roberts, G. O.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 67.1997, 1, p. 41-53
Publisher:	Elsevier
Keywords:	Convergence in distribution Skorokhod representation Total variation metric

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

Persistent link: https://www.econbiz.de/10008873738