Abstract:
A.V. Skorokhod introduced four ways to evaluate distances now known respectively as J1, J2, M1, and M2 on cadlag space D in 1956. The most commonly used today Skorokhod metric, J1, will be discussed in details. The aim of this paper is to overcome the difficulty with understanding of the theory of the Skorokhod metric and all aspects related to it. The examples of evaluating the Skorokhod distances between functions and the examples of convergent sequences in space D, illustrated with the graphs, proofs, and detailed explanations, will be provided. Additionally, the guidelines for constructing a geometric representation of the ball in D will be given and theorems regarding it will be introduced and proved. Finally, the comparison of the Skorokhod and other topologies will be provided.
We hope the material presented in this paper can be used as an aid in teaching and/or learning the Skorokhod Metric theory.