Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Theory Stoch. Process.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Theory of Stochastic Processes, 2015, Volume 20(36), Issue 2, Pages 1–12 (Mi thsp99)  

A survey on Skorokhod representation theorem without separability

Patrizia Bertia, Luca Pratellib, Pietro Rigoc

a Dipartimento di Matematica Pura ed Applicata ''G. Vitali'', Universita' di Modena e Reggio-Emilia, via Campi 213/B, 41100 Modena, Italy
b Accademia Navale, viale Italia 72, 57100 Livorno, Italy
c Dipartimento di Matematica ''F. Casorati'', Universita' di Pavia, via Ferrata 1, 27100 Pavia, Italy
References:
Abstract: Let $S$ be a metric space, $\mathcal{G}$ a $\sigma$-field of subsets of $S$ and $(\mu_n:n\geq 0)$ a sequence of probability measures on $\mathcal{G}$. Say that $(\mu_n)$ admits a Skorokhod representation if, on some probability space, there are random variables $X_n$ with values in $(S,\mathcal{G})$ such that
\begin{equation*} X_n\sim\mu_n\text{ for each }n\ge 0\quad\text{and}\quad X_n\rightarrow X_0\text{ in probability}. \end{equation*}
We focus on results of the following type: $(\mu_n)$ has a Skorokhod representation if and only if $J(\mu_n,\mu_0)\rightarrow 0$, where $J$ is a suitable distance (or discrepancy index) between probabilities on $\mathcal{G}$. One advantage of such results is that, unlike the usual Skorokhod representation theorem, they apply even if the limit law $\mu_0$ is not separable. The index $J$ is taken to be the bounded Lipschitz metric and the Wasserstein distance.
Keywords: Convergence of probability measures, perfect probability measure, separable probability measure, Skorokhod representation theorem, uniform distance.
Bibliographic databases:
Document Type: Article
MSC: 60B10, 60A05, 60A10
Language: English
Citation: Patrizia Berti, Luca Pratelli, Pietro Rigo, “A survey on Skorokhod representation theorem without separability”, Theory Stoch. Process., 20(36):2 (2015), 1–12
Citation in format AMSBIB
\Bibitem{BerPraRig15}
\by Patrizia Berti, Luca Pratelli, Pietro Rigo
\paper A survey on Skorokhod representation theorem without separability
\jour Theory Stoch. Process.
\yr 2015
\vol 20(36)
\issue 2
\pages 1--12
\mathnet{http://mi.mathnet.ru/thsp99}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3510225}
\zmath{https://zbmath.org/?q=an:1363.60002}
Linking options:
  • https://www.mathnet.ru/eng/thsp99
  • https://www.mathnet.ru/eng/thsp/v20/i2/p1
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
    Statistics & downloads:
    Abstract page:341
    Full-text PDF :236
    References:51
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025