Hausdorff metric structure of the space of probability measures

DOI10.1007/BF01085926zbMath0467.60008MaRDI QIDQ1155911

Svetlozar T. Rachev

Publication date: 1981

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Levy-Prokhorov distanceHausdorff-distanceLevy distance between distribution functions

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Foundations of probability theory (60A99) Distribution theory (60E99)

Related Items (4)

Minimal metrics in a space of random vectors with fixed one-dimensional marginal distributions ⋮ Metrics that are invariant relative to monotone transformations ⋮ Application of the Hausdorff metric in model problems with discontinuous functions in boundary conditions ⋮ Lévy-Prokhorov distance in a space of semicontinuous set functions

Cites Work

• The Existence of Probability Measures with Given Marginals
• Distances of Probability Measures and Random Variables
• SOME QUESTIONS OF THE THEORY OF APPROXIMATIONS OF FUNCTIONS AND SETS IN THE HAUSDORFF METRIC

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