Publisher:
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ), Pavia
Abstract:
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.