Skorohod representation on a given probability space

DOI10.1007/S00440-006-0018-1MaRDI QIDQ863479zbMATH OpenOpenAlexFDO

Authors Patrizia Berti, Luca Pratelli, Pietro Rigo

Publication date 26 January 2007

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-006-0018-1

zbMATH Keywords

Empirical processNonmeasurable random elementSkorokhod representation theoremStable convergenceWeak convergence of probability measures

Mathematics Subject Classification ID

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

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Cites work

• A Strong Form of Stable Convergence
• Asymptotic behaviour of the empirical process for exchangeable data
• Donsker theorems for diffusions: necessary and sufficient conditions
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3227597 (Why is no real title available?)
• Limit theorems for a class of identically distributed random variables.
• Uniform Central Limit Theorems
• Weak convergence and empirical processes. With applications to statistics

Cited in

(23)

• Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence
• Exchanging the order of two operations on sigma-fields
• Skorohod representation theorem via disintegrations
• Gluing lemmas and Skorohod representations
• Trivial intersection of \(\sigma \)-fields and Gibbs sampling
• Skorohod's representation theorem for sets of probabilities
• A survey on Skorokhod representation theorem without separability
• Integral representation of Skorokhod reflection
• An Extension of Skorohod's Almost Sure Representation Theorem
• The almost sure Skorokhod representation for subsequences in nonmetric spaces
• scientific article; zbMATH DE number 69201 (Why is no real title available?)
• scientific article; zbMATH DE number 6927781 (Why is no real title available?)
• Strong representation of weak convergence
• The Skorokhod representation theorem for Young measures
• On the Skorokhod representation theorem
• Topological Spaces with Skorokhod Representation Property
• Atomic intersection of \(\sigma \)-fields and some of its consequences
• A strong version of the Skorohod representation theorem
• Probability on submetric spaces
• A note on the absurd law of large numbers in economics
• Pontryagin maximum principle for the deterministic mean field type optimal control problem via the Lagrangian approach
• A Skorohod representation theorem for uniform distance
• Some Skorohod-type results

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