Strong representation of weak convergence

DOI10.1007/S11425-014-4855-6MaRDI QIDQ487510zbMATH OpenOpenAlexFDO

Authors Jiang Hu, Zhidong Bai

Publication date 22 January 2015

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

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

zbMATH Keywords

Polish spacerandom matricesSkorohod's representation theoremstrong representation of weak convergence

Mathematics Subject Classification ID

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

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.

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Cites work

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Cited in

(16)

• On strong forms of weak convergence
• Skorohod representation theorem via disintegrations
• A survey on Skorokhod representation theorem without separability
• Vague convergence in the Skorohod representation theorem
• An Extension of Skorohod's Almost Sure Representation Theorem
• scientific article; zbMATH DE number 4215030 (Why is no real title available?)
• Some extensions of the Skorohod representation theorem
• scientific article; zbMATH DE number 69201 (Why is no real title available?)
• scientific article; zbMATH DE number 168105 (Why is no real title available?)
• The Skorokhod representation theorem for Young measures
• Representation theorem for vague convergence in R
• A strong version of the Skorohod representation theorem
• Random walks in the high-dimensional limit. II: The crinkled subordinator
• Spiked eigenvalues of noncentral Fisher matrix with applications
• The asymptotic properties of the extreme eigenvectors of high-dimensional generalized spiked covariance models
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