On the product space \(D([0,1]:R^ d)\times D([0,1]:R^ d)\) (Q2639412): Difference between revisions

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Latest revision as of 19:27, 19 March 2024

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On the product space \(D([0,1]:R^ d)\times D([0,1]:R^ d)\)
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    On the product space \(D([0,1]:R^ d)\times D([0,1]:R^ d)\) (English)
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    Let \(D([0,1]:{\mathbb{R}}^ n)\) denote the space of \({\mathbb{R}}^ n\)-valued cadlag functions and we endowed this space with Skorokhod's \(J_ 1\)- topology. The product space \(D([0,1]:{\mathbb{R}}^ d)\times D([0,1]:{\mathbb{R}}^ d)\) may be identified with \(D([0,1]:{\mathbb{R}}^{2d})\) in the set theoretical sense. However, as is well-known, the following two conditions are not equivalent: (A) \(x_ n\to x\), \(y_ n\to y\) in \(D([0,1]:{\mathbb{R}}^ d)\). (B) \((x_ n,y_ n)\to (x,y)\) in \(D([0,1]:{\mathbb{R}}^{2d})\). ((B) implies (A), but the converse does not hold.) This paper studies additional conditions with which (A) implies (B). W. Whitt's condition is generalized.
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    product topology
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    Whitt condition
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    functional limit theorem
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    cadlag functions
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    \(J_ 1\)-topology
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