Skorokhod's M1 topology for distribution-valued processes
Probability
2016-11-09 v3
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.
Keywords
Cite
@article{arxiv.1509.02855,
title = {Skorokhod's M1 topology for distribution-valued processes},
author = {Sean Ledger},
journal= {arXiv preprint arXiv:1509.02855},
year = {2016}
}
Comments
13 pages, 2 figures