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Extensions of Skorohod’s almost sure representation theorem

 Author / Creator
 Hernandez Ceron, Nancy

A well known result in probability is that convergence almost surely (a.s.) of a sequence of random elements implies weak convergence of their laws. The Ukrainian mathematician Anatoliy Volodymyrovych Skorohod proved the lemma known as Skorohod’s a.s. representation Theorem, a partial converse of this result. In this work we discuss the notion of continuous representations, which allows us to provide generalizations of Skorohod’s Theorem. In Chapter 2, we explore Blackwell and Dubins’s extension [3] and Fernique’s extension [10]. In Chapter 3 we present Cortissoz’s result [5], a variant of Skorokhod’s Theorem. It is shown that given a continuous path inM(S) it can be associated a continuous path with fixed endpoints in the space of Svalued random elements on a nonatomic probability space, endowed with the topology of convergence in probability. In Chapter 4 we modify Blackwell and Dubins representation for particular cases of S, such as certain subsets of R or R^n.

 Graduation date
 201011

 Type of Item
 Thesis

 Degree
 Master of Science

 License
 This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for noncommercial purposes. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.