On Skorokhod Convergence
Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 2, pp. 239-247
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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.
@article{TVP_1956_1_2_a1,
author = {A. N. Kolmogorov},
title = {On {Skorokhod} {Convergence}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {239--247},
year = {1956},
volume = {1},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1956_1_2_a1/}
}
A. N. Kolmogorov. On Skorokhod Convergence. Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 2, pp. 239-247. http://geodesic.mathdoc.fr/item/TVP_1956_1_2_a1/