Probability bounds for M-Skorohod oscillations (Q908574)
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scientific article; zbMATH DE number 4135101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability bounds for M-Skorohod oscillations |
scientific article; zbMATH DE number 4135101 |
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Probability bounds for M-Skorohod oscillations (English)
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1989
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The paper provides tools for establishing weak convergence (or tightness) with respect to the \(M_ 1\) topology of stochastic processes in the space D[0,1]. This topology is slightly weaker than the other usually used Skorokhod topology \(J_ 1\). Probability bounds for the \(``M_ 1\)- modulus of continuity'' in D[0,1] are obtained.
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weak convergence
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tightness
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