Skorohod representation on a given probability space (Q863479): Difference between revisions

Let \((\Omega,\mathcal A, P)\) be a probability space and \(X\) be an \(S\)-valued random variable on this space. We write \(X\sim\mu\) to mean that \(\mu=P_0X^{-1}\). Similarly, \(Z\sim Z'\) means that \(Z\) and \(Z'\) are identically distributed. This paper investigates following questions. 1) Is there an \(S\)-valued random variable \(X\), defined on \((\Omega,\mathcal A, P)\) such that \(X\sim\mu\)? and 2) Is it possible to take \((\Omega,\mathcal A, P)\) as the Skorohod space? In other words, are there \(S\)-valued random \(\tilde X_n\) and \(X\), defined \((\Omega,\mathcal A, P)\), such that \(\tilde X_n\sim X\),\; \(X\sim\mu\) and \(\tilde X_n\to X\) a.s.? The authors provide answers to this questions in case \(P\) is nonatomic. Finally the nonatomic condition is removed.