Two Remarks on Skorohod Representation Theorem
نویسندگان
چکیده
With reference to Skorohod representation theorem, it is shown that separability of the limit law cannot be dropped (provided, of course, non separable probabilities exist). An alternative version of the theorem, not requesting separability of the limit, is discussed. A notion of convergence in distribution, extending that of Hoffmann-Jørgensen to non measurable limits, is introduced. For such a notion, a Skorohod type theorem is proved.
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