Crimaldi, Irene On the behavior of the conditional expectations in Skorohod representation theorem. Statistics and probability letters , 67 (2). pp. 141-148. ISSN 0167-7152 (2004)
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Official URL: http://dx.doi.org/10.1016/j.spl.2003.12.007
Abstract
In this paper we deal with the Skorohod representation of a given system of probability measures. More precisely, we give conditions for the existence of a Skorohod representation (X,(Xn)) with the following additional property: for each real number p⩾1 and each real random variable Z in Lp, the conditional expectation E[Z|Xn] converges in Lp to the conditional expectation E[Z|X]
| Item Type: | Article |
|---|---|
| Identification Number: | https://doi.org/10.1016/j.spl.2003.12.007 |
| Uncontrolled Keywords: | Weak convergence; Conditional expectation; Skorohod representation |
| Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
| Research Area: | Economics and Institutional Change |
| Depositing User: | Irene Crimaldi |
| Date Deposited: | 31 Oct 2011 15:01 |
| Last Modified: | 03 Nov 2011 13:19 |
| URI: | http://eprints.imtlucca.it/id/eprint/988 |
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