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 ε{lunate} N if the second marginals of the probability measures are independent of n ε{lunate}. It is, especially, shown by a counterexample that this is not true in general.
Original language | English |
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Pages (from-to) | 307-309 |
Number of pages | 3 |
Journal | Statistics and Probability Letters |
Volume | 9 |
Issue number | 4 |
DOIs | |
State | Published - Apr 1990 |
Keywords
- Skorokhod as construction
- conditional distributions
- stochastic differential equation