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Skorokhod J1 topology (J1​)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Convergence of random variables Convergence in distribution Weak convergence of probability measures
2026-10-07  0 By others on same topic  0 Discussions Create my own version
On càdlàg paths on a compact time interval, convergence in this topology means that increasing continuous bijections of the time interval can be chosen converging uniformly to the identity, while the corresponding time-changed paths converge uniformly to the limit. At a continuous limiting path this reduces to uniform convergence. It is a standard topology for weak limits of accelerated discrete-time chains, whose paths are step functions.

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  1. Weak convergence of probability measures
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