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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 S-valued 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.

  • Subjects / Keywords
  • Graduation date
    2010-11
  • Type of Item
    Thesis
  • Degree
    Master of Science
  • DOI
    https://doi.org/10.7939/R3WG8S
  • License
    This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for non-commercial 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.
  • Language
    English
  • Institution
    University of Alberta
  • Degree level
    Master's
  • Department
    • Department of Mathematical and Statistical Sciences
  • Supervisor / co-supervisor and their department(s)
    • Schmuland, Byron (Mathematical and Statistical Sciences)
  • Examining committee members and their departments
    • Beaulieu, Norman C. (Electrical and Computer Engineering)
    • Litvak, Alexander (Mathematical and Statistical Sciences)