Tightness of Probabilities On $C(\lbrack 0, 1 \rbrack; \mathscr{Y}')$ and $D(\lbrack 0, 1 \rbrack; \mathscr{Y}')$
Mitoma, Itaru
Ann. Probab., Tome 11 (1983) no. 4, p. 989-999 / Harvested from Project Euclid
Let $C_\mathscr{I}' = C(\lbrack 0, 1\rbrack; \mathscr{I}')$ be the space of all continuous mappings of $\lbrack 0, 1\rbrack$ to $\mathscr{I}'$, where $\mathscr{L}'$ is the topological dual of the Schwartz space $\mathscr{I}$ of all rapidly decreasing functions. Let $C$ be the Banach space of all continuous functions on $\lbrack 0, 1\rbrack$. For each $\varphi \in \mathscr{I}, \Pi_\varphi$ is defined by $\Pi_\varphi:x \in C_\mathscr{I}' \rightarrow x. (\varphi) \in C$. Given a sequence of probability measures $\{P_n\}$ on $C_\mathscr{I}'$ such that for each $\varphi \in \mathscr{I}, \{P_n\Pi^{-1}_\varphi\}$ is tight in $C$, we prove that $\{P_n\}$ itself is tight in $C_\mathscr{I}'.$ A similar result is proved for the space of all right continuous mappings of $\lbrack 0, 1\rbrack$ to $\mathscr{I}'$.
Publié le : 1983-11-14
Classification:  Nuclear Frechet space,  tightness,  convergence in law,  60B10,  60B11,  60G20
@article{1176993447,
     author = {Mitoma, Itaru},
     title = {Tightness of Probabilities On $C(\lbrack 0, 1 \rbrack; \mathscr{Y}')$ and $D(\lbrack 0, 1 \rbrack; \mathscr{Y}')$},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 989-999},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993447}
}
Mitoma, Itaru. Tightness of Probabilities On $C(\lbrack 0, 1 \rbrack; \mathscr{Y}')$ and $D(\lbrack 0, 1 \rbrack; \mathscr{Y}')$. Ann. Probab., Tome 11 (1983) no. 4, pp.  989-999. http://gdmltest.u-ga.fr/item/1176993447/