Seminario del 2013
Ottobre
07
2013
prof. Pietro Rigo, Università di Pavia
Seminario di probabilità
Let $(S,d)$ be a metric space, $\mathcal{G}$ a $\sigma$-field on $S$
and $(\mu_n:n\geq 0)$ a sequence of probabilities on $\mathcal{G}$.
Suppose $\mathcal{G}$ countably generated, the map $(x,y)\mapsto
d(x,y)$ measurable with respect to $\mathcal{G}\otimes\mathcal{G}$,
and $\mu_n$ perfect for $n>0$. Say that $(\mu_n)$ has a Skorohod
representation if, on some probability space, there are random
variables $X_n$ such that
\begin{equation*}
X_n\sim\mu_n\text{ for all }n\geq 0\quad\text{and}\quad
d(X_n,X_0)\overset{P}\longrightarrow 0.
\end{equation*}
It is shown that $(\mu_n)$ has a Skorohod representation if and only if
\begin{equation*}
\lim_n\,\sup_f\,\abs{\mu_n(f)-\mu_0(f)}=0,
\end{equation*}
where $\sup$ is over those $f:S\rightarrow [-1,1]$ which are
$\mathcal{G}$-universally measurable and satisfy $\abs{f(x)-f(y)}\leq
1\wedge d(x,y)$. An useful consequence is that Skorohod
representations are preserved under mixtures. The result applies even
if $\mu_0$ fails to be $d$-separable. Various possible applications of
such result are discussed.