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BGW.Skorokhod.CompleteMetric

Billingsley's complete metric on the Skorokhod space #

This entry point exports logarithmic time-change slope, Billingsley's distance d°, its metric space DComplete, and the identity homeomorphism toDComplete. The distance is complete whenever the state space is complete, so the original J1 space is completely metrizable.

The comparison on [0,T] is dist f g ≤ max 1 T * (exp (j1CompleteDist f g) - 1). No sign assumption on the horizon is needed: the interval is empty when T < 0.

References: Billingsley, Convergence of Probability Measures, 2nd ed., §12, (12.13), (12.16), (12.17), Theorems 12.1 and 12.2; Ethier–Kurtz, ch. 3, §5.