Càdlàg Functions
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This chapter considers the space D of functions on the unit interval that are continuous on the right and with left limits, known as càdlàg functions. D contains and extends the space C, but is nonseparable under the uniform metric 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 of partial sum processes specified.
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2012 ◽
Vol 2012
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pp. 1-26
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2009 ◽
pp. 1188-1193
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