Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - 2009
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 … results (and to define W), disintegrable probability measures are fundamental. …