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Extensions of Skorohods almost sure representation theoremHernandez Ceron, Nancy 11 1900 (has links)
A well known result in probability is that convergence almost surely (a.s.) of a sequence of random elements implies weak convergence of their laws. The Ukrainian mathematician Anatoliy Volodymyrovych Skorohod proved the
lemma known as Skorohods a.s. representation Theorem, a partial converse of this result.
In this work we discuss the notion of continuous representations, which allows us to provide generalizations of Skorohods Theorem. In Chapter 2, we explore Blackwell and Dubinss extension [3] and Ferniques extension [10].
In Chapter 3 we present Cortissozs result [5], a variant of Skorokhods Theorem. It is shown that given a continuous path inM(S) it can be associated a continuous path with fixed endpoints in the space of S-valued random elements on a nonatomic probability space, endowed with the topology of
convergence in probability.
In Chapter 4 we modify Blackwell and Dubins representation for particular cases of S, such as certain subsets of R or R^n. / Mathematics
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Extensions of Skorohod’s almost sure representation theoremHernandez Ceron, Nancy Unknown Date
No description available.
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