Skorokhod's M1 topology for distribution-valued processes

DOI10.1214/16-ECP4754MaRDI QIDQ287830zbMATH OpenOpenAlexFDO

Authors Sean Ledger

Publication date 23 May 2016

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

Full work available at URL https://arxiv.org/abs/1509.02855, https://projecteuclid.org/euclid.ecp/1461251162

zbMATH Keywords

compactness characterisationcountably Hilbertian nuclear spaceSkorokhod M1 topologytempered distributiontightness characterisation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) General theory of stochastic processes (60G07)

Abstract: Skorokhod's M1 topology is defined for c`adl`ag paths taking values in the space of tempered distributions (more generally, in the dual of a countably Hilbertian nuclear space). Compactness and tightness characterisations are derived which allow us to study a collection of stochastic processes through their projections on the familiar space of real-valued c`adl`ag processes. It is shown how this topological space can be used in analysing the convergence of empirical process approximations to distribution-valued evolution equations with Dirichlet boundary conditions.

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