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visits member for 1 year, 11 months
seen Feb 5 '13 at 4:45

Jul
2
awarded  Curious
Jan
23
accepted Are coordinate projections in the Skorokhod space continuous?
Jan
23
comment Are coordinate projections in the Skorokhod space continuous?
hi David, many thanks for your excellent answer - it was (actually) exactly what I was looking for (i.e., I only need continuity at a continuous function). many thanks again!!!
Jan
23
asked Are coordinate projections in the Skorokhod space continuous?
Jan
15
comment Joint Convergence and Donsker's Theorem
many thanks for your very well explained answer. just one question (regarding the appearing $x(1)$ term in the first coordinate of $G$): are coordinate mappings in the Skorohod space continuous?
Jan
15
accepted Is Uncorrelatedness sufficient for the CLT?
Jan
15
comment Is Uncorrelatedness sufficient for the CLT?
hi did, many thanks for your great answer!
Jan
11
revised Joint Convergence and Donsker's Theorem
edited tags; edited title
Jan
10
revised Is Uncorrelatedness sufficient for the CLT?
added 106 characters in body
Jan
10
comment Is Uncorrelatedness sufficient for the CLT?
ok, many thanks for the example - very nice. but is there also an example where the above sum, scaled by root T, does not converge at all (I will update the question above)?
Jan
10
asked Is Uncorrelatedness sufficient for the CLT?
Jan
10
comment How do I derive the Gaussian Mixture distribution of an Ito Integral?
yes, I know that one (at least I think I remember this theorem from somewhere). I guess I am having trouble figuring out the (maybe smaller) details in the above argument. But thanks for the help!
Jan
10
comment Is integration a continuous functional on the Skorohod space?
ok, got it now. sorry for my confusion. and again, many thanks for your valuable help - you really answered my questions very well (down to the last detail ;-)). great job!!!
Jan
9
asked How do I derive the Gaussian Mixture distribution of an Ito Integral?
Jan
9
asked Joint Convergence and Donsker's Theorem
Jan
9
comment Is integration a continuous functional on the Skorohod space?
thanks again for your help Alexander. I also thought about the right-continuity (which implies that the sup over the rationals, for instance, is enough) - what bothers me is (and what I still can't figure out yet) is that the "set of rationals" over which I take the sup is "moving" with t. I don't know how to handle that moving aspect to obtain measurability (I know how to prove that the sup of a countable family of measurable functions is measurable - but if the family over which I take the sup depends on the point at which the function is evaluated???). Any thoughts maybe?
Jan
8
comment Is integration a continuous functional on the Skorohod space?
Thanks Alexander for your help, I really appreciate it. I think I get your point now - sorry for not getting it immediately. Just one more question (which is probably just cosmetic): how do I see (or show) that $f^*$ and $f_*$ are measurable (which I would need for Lebesgue's theorem? Maybe you know the answer - if not, never mind! Again, many thanks for your valueable time that you have invested in answering my questions!
Jan
7
accepted A counterexample that marginal convergence in law does not imply joint convergence in law
Jan
7
comment A counterexample that marginal convergence in law does not imply joint convergence in law
hi did, many thanks for your excellent and well-explained answer. I really appreciate your support!!!
Jan
7
comment Is integration a continuous functional on the Skorohod space?
hi Alexander, many thanks for your answer! Very elegant. I just have one difficulty, namely verifying your last claim that $f^* \rightarrow f$ in L1, and why this means Riemann integrability (together with the result for $f_*$ I assume). maybe you can add a line or so? many thanks in advance!!!