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Stochastic Limit TheoryAn Introduction for Econometricians$
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James Davidson

Print publication date: 1994

Print ISBN-13: 9780198774037

Published to Oxford Scholarship Online: November 2003

DOI: 10.1093/0198774036.001.0001

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Cadlag Functions

Cadlag Functions

Chapter:
(p.456) 28 Cadlag Functions
Source:
Stochastic Limit Theory
Author(s):

James Davidson

Publisher:
Oxford University Press
DOI:10.1093/0198774036.003.0028

This chapter considers the space D, of functions on the unit interval that are continuous on the right with left limits. D contains and extends the space C, but is nonseparable, so to work with it calls for new techniques. By defining a new topology for D (the Skorokhod topology) families of measures on D can be constructed and sufficient conditions for weak convergence specified.

Keywords:   Billingsley's metric, cadlag, Skorokhod topology, space D, tightness, weak convergence

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