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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