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An extension of Skorohod's almost sure representation theorem
Authors:
David Blackwell and Lester E. Dubins
Journal:
Proc. Amer. Math. Soc. 89 (1983), 691-692
MSC:
Primary 60B10
MathSciNet review:
718998
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Abstract: Skorohod discovered that if a sequence of countably additive probabilities on a Polish space converges in the weak star topology, then, on a standard probability space, there are -distributed which converge almost surely. This note strengthens Skorohod's result by associating, with each probability on a Polish space, a random variable on a fixed standard probability space so that for each , (a) has distribution and (b) with probability 1, is continuous at .
- [1956]
- A. V. Skorohod, Limit theorems for stochastic processes, Teor. Veroyatnost. i Primenen. 1 (1956), 289-319, English transl. in Theor. Probab. Appl. 1 (1956), 261-290. MR 0084897 (18:943c)
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DOI:
http://dx.doi.org/10.1090/S0002-9939-1983-0718998-0
PII:
S 0002-9939(1983)0718998-0
Keywords:
Probability,
almost sure convergence,
weak convergence
Article copyright:
© Copyright 1983 American Mathematical Society
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