A counterexample to A.S. constructions

S. T. Rachev and L. Rüschendorf

Statistics & Probability Letters, 1990, vol. 9, issue 4, 307-309

Abstract: We discuss the question whether in Skorokhod's a.s. construction theorem for probability measures on a product space one can choose the second component of the a.s. convergent r.v.'s independent of n [epsilon] N if the second marginals of the probability measures are independent of n [epsilon]. It is, especially, shown by a counterexample that this is not true in general.

Keywords: Skorokhod; as; construction; conditional; distributions; stochastic; differential; equation (search for similar items in EconPapers)
Date: 1990
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