On the Skorokhod Representation Theorem
Probability
2007-05-23 v1
Abstract
In this paper we present a variant of the well known Skorokhod Representation Theorem. In our main result, given a Polish space, to a given continous path in the space of probability measures on , we associate a continuous path in the space of -valued random variables on a nonatomic probability space (endowed with the topology of the convergence in probability). We call this associated path a lifting of . an interesting feature of our result is that we can fix the endpoints ("boundary values") of the lifting of , as long as their distribution correspond to the endpoints ("boundary values") of . We also discuss an -dimensional generalization of this result.
Cite
@article{arxiv.math/0601524,
title = {On the Skorokhod Representation Theorem},
author = {Jean Cortissoz},
journal= {arXiv preprint arXiv:math/0601524},
year = {2007}
}