On a certain metric on the space of pairs of a random variable and a probability measure (Q2757141)
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scientific article; zbMATH DE number 1675927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a certain metric on the space of pairs of a random variable and a probability measure |
scientific article; zbMATH DE number 1675927 |
Statements
15 September 2002
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probability measures
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metric
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On a certain metric on the space of pairs of a random variable and a probability measure (English)
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Motivated by discretization procedures of diffusion process models the authors introduce new metrics on the space of probability measures over a Polish space and study their properties. As an application the invariance principle is considered.
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