%R 10.3150/bj/1126126767
%D 2005
%J Bernoulli
%A Irene Crimaldi
%A Luca Pratelli
%L eprints985
%N 4
%V 11
%P 737-745
%T Convergence results for conditional expectations
%K conditional expectation; Skorohod's theorem; weak convergence of probability measures
%I Bernoulli Society for Mathematical Statistics and Probability
%X Let E,F be two Polish spaces and [Xn,Yn],[X,Y] random variables with values in E?F (not necessarily defined on the same probability space). We show some conditions which are sufficient in order to assure that, for each bounded continuous function f on E?F, the conditional expectation of f(Xn,Yn) given Yn converges in distribution to the conditional expectation of f(X,Y) given Y.