RANDOM TIME CHANGES AND CONVERGENCE IN DISTRIBUTION UNDER THE MEYER-ZHENG CONDITIONS
成果类型：
Article
署名作者：
KURTZ, TG
署名单位：
University of Wisconsin System; University of Wisconsin Madison
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176990333
发表日期：
1991
页码：
1010-1034
关键词：
摘要：
An analog of conditions of Meyer and Zheng for the relative compactness (in the sense of convergence in distribution) of a sequence of stochastic processes is formulated for general separable metric spaces and the corresponding notion of convergence is characterized in terms of the convergence in the Skorohod topology of time changes of the original processes. In addition, convergence in distribution under the topology of convergence in measure is discussed and results of Jacod, Memin and Metivier on convergence under the Skorohod topology are extended.