A note on the weak convergence of probability measures in the D[0,1] space

R.P. Pakshirajan

Statistics & Probability Letters, 2008, vol. 78, issue 6, 716-719

Abstract: Let [tau] be a regular metric as defined below for the D=D[0,1] space. Even when (D,[tau]) is not a separable and complete metric space we show (i) that the usual conditions on a sequence of probability measures in (D,[tau]) ensures its weak convergence and (ii) that Prohorov's theorem in (D,[tau]) can be derived as a consequence of our results.

Keywords: Weak; convergence (search for similar items in EconPapers)
Date: 2008
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