
arXiv: 1309.6940
Skorokhod's representation theorem states that if on a Polish space, there is defined a weakly convergent sequence of probability measures $��_n\stackrel{w}\to��_0,$ as $n\to \infty$, then there exist a probability space $(��, \mathscr F, P)$ and a sequence of random elements $X_n$ such that $X_n\to X$ almost surely and $X_n$ has the distribution function $��_n$, $n=0,1,2,\cdots$. In this paper, we shall extend the Skorokhod representation theorem to the case where if there are a sequence of separable metric spaces $S_n$, a sequence of probability measures $��_n$ and a sequence of measurable mappings $��_n$ such that $��_n��_n^{-1}\stackrel {w}\to��_0$, then there exist a probability space $(��,\mathscr F,P)$ and $S_n$-valued random elements $X_n$ defined on $��$, with distribution $��_n$ and such that $��_n(X_n)\to X_0$ almost surely. In addition, we present several applications of our result including some results in random matrix theory, while the original Skorokhod representation theorem is not applicable.
11 pages
Polish space, Random matrices (probabilistic aspects), Probability (math.PR), FOS: Mathematics, Convergence of probability measures, Skorohod's representation theorem, strong representation of weak convergence, random matrices, Mathematics - Probability
Polish space, Random matrices (probabilistic aspects), Probability (math.PR), FOS: Mathematics, Convergence of probability measures, Skorohod's representation theorem, strong representation of weak convergence, random matrices, Mathematics - Probability
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