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Berti, Patrizia
Pratelli, Luca
Rigo, Pietro
Year of Publication: 
Series/Report no.: 
Quaderni di Dipartimento 109
Let µn be a probability measure on the Borel sigma-field on D[0, 1] with respect to Skorohod distance, n = 0. Necessary and sufficient conditions for the following statement are provided. On some probability space, there are D[0, 1]-valued random variables Xn such that Xn tilde µn for all n = 0 andn - X0--> 0 in probability, whereis the sup-norm. Such conditions do not require µ0 separable underApplications to exchangeable empirical processes and to pure jump processes are given as well.
Cadlag function – Exchangeable empirical process – Separable probability measure – Skorohod representation theorem– Uniform distance – Weak convergence of probability measures
Document Type: 
Working Paper

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