ON COMPACT CONVEX SUBSETS OF D[0, 1]

It is proved that a subset K of D[0, 1] which is convex and conditionally compact with respect to the Skorokhod topology is conditionally compact with respect to the uniform topology on D[0, 1]. Consequences of this result are indicated for limit laws for generalized random variables in D[0, 1] whic...

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Veröffentlicht in:The Rocky Mountain journal of mathematics 1981-01, Vol.11 (4), p.501-510
1. Verfasser: DAFFER, PETER Z.
Format: Artikel
Sprache:eng
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Zusammenfassung:It is proved that a subset K of D[0, 1] which is convex and conditionally compact with respect to the Skorokhod topology is conditionally compact with respect to the uniform topology on D[0, 1]. Consequences of this result are indicated for limit laws for generalized random variables in D[0, 1] which use tightness of measures as a hypothesis. A characterization of the convex, conditionally compact subsets of D[0,1] is given in terms of the modulus of continuity and finitely many jump points.
ISSN:0035-7596
1945-3795
DOI:10.1216/RMJ-1981-11-4-501