- Skorokhod's theorem
Skorokhod's theorem may refer to:
*
Skorokhod's embedding theorem
*Skorokhod's representation theorem
Wikimedia Foundation. 2010.
Skorokhod's theorem
Look at other dictionaries:
Skorokhod's embedding theorem — In mathematics and probability theory, Skorokhod s embedding theorem is either or both of two theorems that allow one to regard any suitable collection of random variables as a Wiener process (Brownian motion) evaluated at a collection of… … Wikipedia
Skorokhod's representation theorem — In mathematics and statistics, Skorokhod s representation theorem is a result that shows that a weakly convergent sequence of probability measures whose limit measure is sufficiently well behaved can be represented as the distribution/law of a… … Wikipedia
Donsker's theorem — In probability theory, Donsker s theorem, named after M. D. Donsker, identifies a certain stochastic process as a limit of empirical processes. It is sometimes called the functional central limit theorem. A centered and scaled version of… … Wikipedia
Anatoliy Skorokhod — Anatoliy Volodymyrovych Skorokhod ( Анатолій Володимирович Скороход ; born September 10 1930 in Nikopol , USSR (now Ukraine)) is a Ukrainian mathematician, and an academician of the National Academy of Sciences of Ukraine since 1985.In 1956… … Wikipedia
Karhunen-Loève theorem — In the theory of stochastic processes, the Karhunen Loève theorem (named after Kari Karhunen and Michel Loève) is a representation of a stochastic process as an infinite linear combination of orthogonal functions, analogous to a Fourier series… … Wikipedia
Prokhorov's theorem — In mathematics, Prokhorov s theorem is a theorem of measure theory that relates tightness of measures to weak compactness (and hence weak convergence) in the space of probability measures. It is credited to the Soviet mathematician Yuri… … Wikipedia
Clark–Ocone theorem — In mathematics, the Clark–Ocone theorem (also known as the Clark–Ocone–Haussmann theorem or formula) is a theorem of stochastic analysis. It expresses the value of some function F defined on the classical Wiener space of continuous paths starting … Wikipedia
Clark-Ocone theorem — In mathematics, the Clark Ocone theorem (also known as the Clark Ocone Haussmann theorem or formula) is a theorem of stochastic analysis. It expresses the value of some function F defined on the classical Wiener space of continuous paths starting … Wikipedia
Malliavin calculus — The Malliavin calculus, named after Paul Malliavin, is a theory of variational stochastic calculus. In other words it provides the mechanics to compute derivatives of random variables. The original motivation for the development of the subject… … Wikipedia
List of mathematics articles (S) — NOTOC S S duality S matrix S plane S transform S unit S.O.S. Mathematics SA subgroup Saccheri quadrilateral Sacks spiral Sacred geometry Saddle node bifurcation Saddle point Saddle surface Sadleirian Professor of Pure Mathematics Safe prime Safe… … Wikipedia
