eprintid: 988
rev_number: 8
eprint_status: archive
userid: 36
dir: disk0/00/00/09/88
datestamp: 2011-10-31 15:01:12
lastmod: 2011-11-03 13:19:36
status_changed: 2011-10-31 15:01:12
type: article
metadata_visibility: show
creators_name: Crimaldi, Irene
creators_id: irene.crimaldi@imtlucca.it
title: On the behavior of the conditional expectations in Skorohod representation theorem
ispublished: pub
subjects: HA
subjects: QA
divisions: EIC
full_text_status: none
keywords: Weak convergence; Conditional expectation; Skorohod representation
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]

date: 2004
date_type: published
publication: Statistics and probability letters 
volume: 67
number: 2
publisher: Elsevier
pagerange: 141-148
id_number: doi:10.1016/j.spl.2003.12.007
refereed: TRUE
issn: 0167-7152
official_url: http://dx.doi.org/10.1016/j.spl.2003.12.007
citation:   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)