Topological spaces with Prokhorov and Skorokhod properties. (Q1432667)

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Topological spaces with Prokhorov and Skorokhod properties.
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    Topological spaces with Prokhorov and Skorokhod properties. (English)
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    15 June 2004
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    This paper extends the Skorokhod representation theorem to nonmetrizable spaces. Let \(X\) be a topological space and let \(\mathcal{P}_r(X)\) be the set of inner compact regular (=Radon) Borel probability measures on \(X\). A family \(\mathcal{M}\subset\mathcal{P}_r(X)\) is said to have the strong Skorokhod property if for every sequence \(\{\mu_n\}\) of measures in \(\mathcal{M}\) which is weakly convergent to \(\mu_0\) there exist Borel mappings \(\xi_n:[0,1]\to X\) such that \(\lambda\circ\xi_n^{-1}=\mu_n\) and \(\{\xi_n\}\) converges almost surely to \(\xi_0\). If moreover the sequence \(\{\mu_n\}\) is uniformly tight, one will speak of uniformly tight strong Skorokhod property. The space \(X\) will be said to have the strong Skorokhod property if \(\mathcal{P}_r(X)\) has this property; it is said to be sequentially Prokhorov if every weakly convergent sequence \(\{\mu_n\}\) in \(\mathcal{P}_r(X)\) is uniformly tight. It was proved by \textit{V. I. Bogachev} and \textit{A. V. Kolesnikov} [Theory Probab. Appl. 46, No. 1, 20-38 (2001); translation from Teor. Veroyatn. Primen. 46, No. 1, 3--27 (2001; Zbl 1023.60002)] that every metrizable space \(X\) has the strong Skorokhod property. Here the authors consider almost metrizable spaces, namely those spaces \(X\) for which there exists a metrizable space \(M\) such that \(f(M)=X\), where \(f:M\to X\) is continuous and the inverse image of all compact subsets \(K\) of \(X\) is compact. Then (Theorem 2 (iii)) an almost metrizable space has the strong Skorokhod property iff it is sequentially Prokhorov. The authors also show that a dyadic compact space with the strong Skorokhod property is metrizable and that there exist countable nonmetrizable spaces with the strong Skorokhod property. The paper contains no proof.
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    Skorokhod representation theorem
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    uniformly tight
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    sequentially Prokhorov
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