Theory of Probability and Mathematical Statistics
Filling a gap in the Blackwell–Dubins construction
Adam Jakubowski
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Abstract: We indicate a gap in the construction of the generalized Skorokhod representation given in Blackwell and Dubins (PAMS, 89 (1983), 691–692). It is shown that the construction, taken without correction, leads to false statements.
Keywords: Weak convergence of probability measures, the a.s. Skorokhod representation
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