On strong forms of weak convergence

S. D. Jacka and G. O. Roberts

Stochastic Processes and their Applications, 1997, vol. 67, issue 1, 41-53

Abstract: We discuss three forms of convergence in distribution which are stronger than the normal weak convergence, and are non-topological in nature. We give Storokhod representation results for two of these modes of convergence, and give applications to sufficient statistics and conditioned Markov processes, which are more difficult to obtain using weak convergence.

Keywords: Convergence; in; distribution; Skorokhod; representation; Total; variation; metric (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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