On the behavior of the conditional expectations in Skorohod representation theorem

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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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 10.1016/j.spl.2003.12.007 Weak convergence; Conditional expectation; Skorohod representation H Social Sciences > HA StatisticsQ Science > QA Mathematics Economics and Institutional Change Irene Crimaldi 31 Oct 2011 15:01 03 Nov 2011 13:19 http://eprints.imtlucca.it/id/eprint/988