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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
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Abstract:
In this paper we present a variant of the well-known Skorokhod Representation Theorem. First we prove, given a Polish Space, that to a given continuous path in the space of probability measures on , we can associate a continuous path in the space of -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 . An interesting feature of our result is that we can fix the endpoints of the lifting of , as long as their distributions correspond to the respective endpoints of . Finally, we also discuss and prove an -dimensional generalization of this result.
References:
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- [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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