Strong representation of weak convergence (Q487510)

The main result of the present paper is the following extension of the Skorokhod representation theorem [\textit{A. V. Skorokhod}, Teor. Veroyatn. Primen. 1, 289--319 (1956; Zbl 0074.33802)]: { Theorem 1.1.} Let \(S_n\) for \(n=0,1,2,\ldots\) be a sequence of separable metric space and let \(\varphi_n\) for \(n=1,2,\ldots\) be a sequence of measurable mappings from \(S_n\) to \(S_0\). Suppose that \(\mu_n\) is a probability measure defined on the Borel field \(\mathfrak{B}_{S_n}\) generated by open subsets of \(S_n\) for \(n=0,1,2,\ldots\) and that the sequence of measures \(\mu_n\varphi_n^{-1}\) converges weakly to \(\mu_0\), then there exist \(S_n\)-valued random elements \(X_n\) for \(n=0,1,2,\ldots\) defined on a common probability space \((\Omega, \mathfrak{F},\mathbf{P})\) and such that \(X_n\sim \mu_n\) in \((S_n,\varrho_n)\) for \(n=0,1,2,\ldots\) and \(\varphi_n(X_n)\to X_0\) with probability 1 as \(n\to\infty\), where \(\varrho_n\) is the metric on \(S_n\).