Cadlag Functions

James Davidson

in Stochastic Limit Theory

Published in print October 1994 | ISBN: 9780198774037
Published online November 2003 | e-ISBN: 9780191596117 | DOI:

Series: Advanced Texts in Econometrics

 Cadlag Functions

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This chapter considers the space D, of functions on the unit interval that are continuous on the right with left limits. D contains and extends the space C, but is nonseparable, 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 specified.

Keywords: Billingsley's metric; cadlag; Skorokhod topology; space D; tightness; weak convergence

Chapter.  11149 words.  Illustrated.

Subjects: Econometrics and Mathematical Economics

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