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Permanent link (DOI): https://doi.org/10.7939/R3F47H12J

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On tightness of probability measures on Skorokhod spaces. Open Access

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Author or creator
Kouritzin, Michael
Additional contributors
Subject/Keyword
Compact Containment
Tightness
Strassen-Dudley coupling
Modulus of Continuity
Measure-valued process
Skorokhod topology
Type of item
Journal Article (Draft-Submitted)
Language
English
Place
Time
Description
The equivalences to and the connections between the modulus-of-continuity condition, compact containment and tightness on DE[a, b] with a < b are studied. The results within are tools for establishing tightness for probability measures on DE[a, b] that generalize and simplify prevailing results in the cases that E is a metric space, nuclear space dual or, more generally, a completely regular topological space. Applications include establishing weak convergence to martingale problems, the long-time typical behavior of nonlinear filters and particle approximation of cadlag probability-measure-valued processes. This particle approximation is studied herein, where the distribution of the particles is the underlying measure-valued process at an arbitrarily fine discrete mesh of points.
Date created
2013/09/10
DOI
doi:10.7939/R3F47H12J
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© 2013 Michael Kouritzin. This version of this article is open access and can be downloaded and shared. The original author(s) and source must be cited.
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