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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(e) ISSN 0002-9939(p)

     

On the Skorokhod representation theorem

Author(s): Jean Cortissoz
Journal: Proc. Amer. Math. Soc. 135 (2007), 3995-4007.
MSC (2000): Primary 60B10
Posted: September 7, 2007
MathSciNet review: 2341951
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Abstract | References | Similar articles | Additional information

Abstract: In this paper we present a variant of the well-known Skorokhod Representation Theorem. First we prove, given $ S$ a Polish Space, that to a given continuous path $ \alpha$ in the space of probability measures on $ S$, we can associate a continuous path in the space of $ S$-valued random variables on a nonatomic probability space (endowed with the topology of the convergence in probability). We call this associated path a lifting of $ \alpha$. An interesting feature of our result is that we can fix the endpoints of the lifting of $ \alpha$, as long as their distributions correspond to the respective endpoints of $ \alpha$. Finally, we also discuss and prove an $ n$-dimensional generalization of this result.


References:

[BD]
D. Blackwell and L. Dubins, An extension of Skorokhod's almost sure representation theorem, Proc. Amer. Math. Soc. 89 (1983), 691-692. MR 718998 (86b:60005)

[V]
R. de La Vega, Personal Communication.

[EK]
S. Ethier and T. Kurtz, Markov Processes: Characterization and Convergence, Wiley Series in Probability and Mathematical Statistics, John Wiley and Sons, 1986. MR 838085 (88a:60130)

[S]
V. Strassen, The existence of probability measures with given marginals, Ann. Math. Statist. 36, 1965. MR 0177430 (31:1693)


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Additional Information:

Jean Cortissoz
Affiliation: Departamento de Matemáticas, Universidad de Los Andes, Bogotá DC, Colombia
Email: jean.cortissoz@gmail.com

DOI: 10.1090/S0002-9939-07-08922-8
PII: S 0002-9939(07)08922-8
Received by editor(s): March 16, 2006
Received by editor(s) in revised form: July 6, 2006 and September 11, 2006
Posted: September 7, 2007
Communicated by: Richard C. Bradley
Copyright of article: Copyright 2007, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.




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