Strong representation of weak convergence

DOI10.1007/S11425-014-4855-6zbMATH Open1332.60024arXiv1309.6940OpenAlexW2090404802MaRDI QIDQ487510FDOQ487510

Authors: Jiang Hu, Zhidong Bai 

Publication date: 22 January 2015

Published in: Science China. Mathematics (Search for Journal in Brave)

Abstract: Skorokhod's representation theorem states that if on a Polish space, there is defined a weakly convergent sequence of probability measures $m{u}_{n}stackrelwom{u}_0,$ as $noinfty$, then there exist a probability space $(Omega,mathscrF,P)$ and a sequence of random elements $X_n$ such that $X_{n}oX$ almost surely and $X_n$ has the distribution function $m{u}_n$, $n=0,1,2,cdots$. In this paper, we shall extend the Skorokhod representation theorem to the case where if there are a sequence of separable metric spaces $S_n$, a sequence of probability measures $m{u}_n$ and a sequence of measurable mappings $varph{i}_n$ such that $m{u}_{n}varph{i}_n^{-1}stackrelwom{u}_0$, then there exist a probability space $(Omega,mathscrF,P)$ and $S_n$-valued random elements $X_n$ defined on $Omega$, with distribution $m{u}_n$ and such that $varph{i}_n(X_n)o{X}_0$ almost surely. In addition, we present several applications of our result including some results in random matrix theory, while the original Skorokhod representation theorem is not applicable.

Full work available at URL: https://arxiv.org/abs/1309.6940

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zbMATH Keywords

random matricesPolish spaceSkorohod's representation theoremstrong representation of weak convergence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20)

Cites Work

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Cited In (13)

• Vague convergence in the Skorohod representation theorem
• The Skorokhod representation theorem for Young measures
• Random walks in the high-dimensional limit. II: The crinkled subordinator
• A strong version of the Skorohod representation theorem
• Spiked eigenvalues of noncentral Fisher matrix with applications
• Representation theorem for vague convergence in \(\mathbb R\)
• Skorohod representation theorem via disintegrations
• An Extension of Skorohod's Almost Sure Representation Theorem
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• Skorohod representation on a given probability space
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• Some extensions of the Skorohod representation theorem
• A survey on Skorokhod representation theorem without separability

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