Skorohod representation on a given probability space

DOI10.1007/s00440-006-0018-1zbMath1106.60003OpenAlexW2083658768MaRDI QIDQ863479

Patrizia Berti, Pietro Rigo, Luca Pratelli

Publication date: 26 January 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-006-0018-1

zbMATH Keywords

Skorokhod representation theoremEmpirical processNonmeasurable random elementStable convergenceWeak convergence of probability measures

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Convergence of probability measures (60B10) Axioms; other general questions in probability (60A05)

Related Items (8)

Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence ⋮ Exchanging the order of two operations on sigma-fields ⋮ A strong version of the Skorohod representation theorem ⋮ A note on the absurd law of large numbers in economics ⋮ A Skorohod representation theorem for uniform distance ⋮ Atomic intersection of \(\sigma \)-fields and some of its consequences ⋮ Unnamed Item ⋮ Trivial intersection of \(\sigma \)-fields and Gibbs sampling

Cites Work

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• Limit theorems for a class of identically distributed random variables.
• Weak convergence and empirical processes. With applications to statistics
• Asymptotic behaviour of the empirical process for exchangeable data
• Donsker theorems for diffusions: necessary and sufficient conditions
• Uniform Central Limit Theorems
• A Strong Form of Stable Convergence

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