Skorohod representation on a given probability space (Q863479)

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scientific article; zbMATH DE number 5118915
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    Skorohod representation on a given probability space
    scientific article; zbMATH DE number 5118915

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      Skorohod representation on a given probability space (English)
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      26 January 2007
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      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.
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      Empirical process
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      Nonmeasurable random element
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      Skorokhod representation theorem
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      Stable convergence
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      Weak convergence of probability measures
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