Article ID Journal Published Year Pages File Type
1156007 Stochastic Processes and their Applications 2010 10 Pages PDF
Abstract
Herein, we generalize and extend some standard results on the separation and convergence of probability measures. We use homeomorphism-based methods and work on incomplete metric spaces, Skorokhod spaces, Lusin spaces or general topological spaces. Our contributions are twofold: we dramatically simplify the proofs of several basic results in weak convergence theory and, concurrently, extend these results to apply more immediately in a number of settings, including on Lusin spaces.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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