Arbeitspapier
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 ||Xn - X0|| --> 0 in probability, where ||·|| is the sup-norm. Such conditions do not require µ0 separable under ||·||. Applications to exchangeable empirical processes and to pure jump processes are given as well.
- Sprache
-
Englisch
- Erschienen in
-
Series: Quaderni di Dipartimento ; No. 109
Klassifikation
Wirtschaft
Thema
Cadlag function Exchangeable empirical process Separable probability measure Skorohod representation theorem Uniform distance Weak convergence of probability measures
Ereignis
Geistige Schöpfung
(wer)
Berti, Patrizia
Pratelli, Luca
Rigo, Pietro
Pratelli, Luca
Rigo, Pietro
Ereignis
Veröffentlichung
(wer)
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
(wo)
Pavia
(wann)
2010
- Handle
- Letzte Aktualisierung
-
12.07.2024, 13:21 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Berti, Patrizia
- Pratelli, Luca
- Rigo, Pietro
- Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
Entstanden
- 2010
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