On the Skorokhod Representation Theorem
| dc.creator | Cortissoz, Jean | |
| dc.date | 2006-01-22 | |
| dc.date.accessioned | 2026-07-07T06:59:09Z | |
| dc.date.available | 2026-07-07T06:59:09Z | |
| dc.description | In this paper we present a variant of the well known Skorokhod Representation Theorem. In our main result, given $S$ a Polish space, to a given continous path $α$ in the space of probability measures on $S$, we 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 $α$. an interesting feature of our result is that we can fix the endpoints ("boundary values") of the lifting of $α$, as long as their distribution correspond to the endpoints ("boundary values") of $α$. We also discuss an $n$-dimensional generalization of this result. | |
| dc.identifier | https://arxiv.org/abs/math/0601524 | |
| dc.identifier | http://arxiv.org/abs/math/0601524 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/107646 | |
| dc.subject | Probability | |
| dc.title | On the Skorokhod Representation Theorem | |
| dc.type | text |