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A note on nearby variables with nearby conditional laws
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  • Published: 01 October 2002

A note on nearby variables with nearby conditional laws

  • M. Römersperger1 

Probability Theory and Related Fields volume 106, pages 371–377 (1996)Cite this article

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Summary.

We apply a version of the Strassen–Dudley theorem for Markov kernels to obtain a strong approximation theorem for sequences of random variables with values in Polish spaces. The conditions are expressed in terms of the Prohorov distance of regular conditional distributions. By avoiding discrete approximation of the random variables we can improve the upper bounds for the approximation.

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  1. Institut für Mathematische Stochastik, Universität Freiburg, D-79104 Freiburg, Germany, Freiburg, Germany

    M. Römersperger

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  1. M. Römersperger
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Received: 21 June 1994 / In revised form: 3 April 1996

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Römersperger, M. A note on nearby variables with nearby conditional laws. Probab Theory Relat Fields 106, 371–377 (1996). https://doi.org/10.1007/s004400050069

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  • Published: 01 October 2002

  • Issue Date: November 1996

  • DOI: https://doi.org/10.1007/s004400050069

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  • Mathematics Subject Classification (1991):60F15, 60B05, 60F17
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