Abstract. Let µ
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In real problems, one usually starts with a sequence (µ n : n ≥ 0) of probabilities on B d . If µ n → µ 0 weakly (under d), Skorohod representation theorem yields d(X n , X 0 ) −→ 0 for some D-valued random variables X a.s. n such that X n ∼ µ n for all n ≥ 0. However, X n can fail to approximate X 0 uniformly. A trivial example is µ n = δ xn
such that α n00
Corollary 5. Let (Ω 0 , A 0 , P 0 ) be a probability space and Z n : (Ω 0 , A 0 ) → (D, B d ) a measurable map, n ≥ 1. Suppose lim n sup f ∈L |E P0
Conjecture: lim n sup f ∈LS
Z n = I [Tn
F (t) = E P0
form A = {ξ n = t n for all n ≥ 1} for some constants t n . Let σ = (σ 1 , σ 2 , . . .) be a permutation of 1, 2, . . . and A σ = {ξ n = t σn
C n,j I {Yn,j
|C n,j − C 0,j | −→ 0 P0
where E(·) = E P0
|Ef (Z n,k ) − Ef (Z 0,k )| ≤ EI An,k
− Z 0 k > , d(Z nj
Define U = lim sup j kZ nj
H = {φ r (Z 0 ) = 1 for all r > k} ∩ {φ(Z nj
For each ω ∈ H, Lemma 11 applies to Z 0 (ω) and Z nj
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