Gluing lemmas and Skorohod representations

DOI10.1214/ECP.V20-3870MaRDI QIDQ2517282zbMATH OpenOpenAlexWikidataFDO

Authors Patrizia Berti, Luca Pratelli, Pietro Rigo

Publication date 17 August 2015

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ecp.v20-3870

zbMATH Keywords

disintegrationfinitely additive probabilitygluing lemmaseparable probability measureSkorokhod representation theoremWasserstein distance

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Probabilistic measure theory (60A10) Convergence of probability measures (60B10)

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Cited in

(7)

• Convergence of Markov chain transition probabilities
• Couplings, generalized couplings and uniqueness of invariant measures
• Characterization of probability distribution convergence in Wasserstein distance by \(L^p\)-quantization error function
• Existence and consistency of Wasserstein barycenters
• Finitely additive mixtures of probability measures
• Geometrical Insights for Implicit Generative Modeling
• Some Skorohod-type results

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