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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1956 Volume 1, Issue 2, Pages 239–247 (Mi tvp4998)

This article is cited in 30 papers

On Skorokhod Convergence

A. N. Kolmogorov

Moscow

Abstract: The paper contains a new definition of the $S$-convergence in a $D$-space of functions having only first order discontinuities, which was introduced by A. Skorokhod [1.2]. The new definition applies to a function $f(t)$ of a real variable $t$ which takes on values in an arbitrary metric space. It is proved that the $S$-convergence may be generated by the metric $S(f,g)$ which converts $D$ into a complete metric space.

Received: 25.07.1956


 English version:
Theory of Probability and its Applications, 1956, 1:2, 215–222


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