Abstract
The Skorokhod representation method of proving martingale invariance principles has received only limited attention. This paper shows it to be a very powerful tool. We use the representation to obtain sufficient conditions for a sequence of random functions to be tight, and to give a direct proof of an invariance principle.
Citation
Peter Hall. "On the Skorokhod Representation Approch to Martingale Invariance Principles." Ann. Probab. 7 (2) 371 - 376, April, 1979. https://doi.org/10.1214/aop/1176995094
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