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Aldous tightness criterion

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability space Probability measure Tightness of a probability measure
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For càdlàg processes on a finite horizon, compact containment together with uniformly small increments over pairs of bounded stopping times whose separation tends to zero is a sufficient criterion for tightness in the Skorokhod J1 topology. The increment condition is in probability, not merely at deterministic times. If in addition the largest jump tends to zero in probability, every limiting law is supported on continuous paths.

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  1. Tightness of a probability measure
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  • Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 34 / 6 / c / Solution

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