Convergence of conditional expectations given the random variables of a Skorohod representation

Ornella Arcudi

Statistics & Probability Letters, 1998, vol. 40, issue 1, 1-8

Abstract: A Skorohod representation X, Xn, n[set membership, variant]N, of probability distributions P, Pn, n[set membership, variant]N, on a metric, separable, complete space exists, such that, if Pn, n[set membership, variant]N converges weakly to P satisfying a suitable additional property, L2-convergence of conditional expectations E[Zxn] to E[Zx] holds.

Keywords: Weak; convergence; Conditional; expectation; Skorohod; representation; Hausdorff; metric (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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