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On convergences of probability measures in different Prohorov-type metrics

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  • Arcudi, Ornella

Abstract

In the article "Convergence of conditional expectations given the random variables of a Skorohod representation" we proved a theorem that gives sufficient conditions for weakly converging distributions to have a certain convergence of conditional expectations. The aim is to find additional conditions to give implications between the cited assumptions and a kind of convergence in Prohorov metric.

Suggested Citation

  • Arcudi, Ornella, 2000. "On convergences of probability measures in different Prohorov-type metrics," Statistics & Probability Letters, Elsevier, vol. 46(4), pages 365-369, February.
  • Handle: RePEc:eee:stapro:v:46:y:2000:i:4:p:365-369
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    References listed on IDEAS

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    1. Arcudi, Ornella, 1998. "Convergence of conditional expectations given the random variables of a Skorohod representation," Statistics & Probability Letters, Elsevier, vol. 40(1), pages 1-8, September.
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    Cited by:

    1. Crimaldi, Irene, 2004. "On the behavior of the conditional expectations in skorohod representation theorem," Statistics & Probability Letters, Elsevier, vol. 67(2), pages 141-148, April.

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    1. Crimaldi, Irene, 2004. "On the behavior of the conditional expectations in skorohod representation theorem," Statistics & Probability Letters, Elsevier, vol. 67(2), pages 141-148, April.

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