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On order-preserving properties of probability metrics

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Publication:1272494
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DOI10.1023/A:1022608613982zbMath0926.60014OpenAlexW1572668288MaRDI QIDQ1272494

Sergey Utev, Claude Lefèvre

Publication date: 29 November 1999

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022608613982


zbMATH Keywords

stochastic ordersprobability metrics


Mathematics Subject Classification ID

Metric spaces, metrizability (54E35) Foundations of probability theory (60A99) Convergence of probability measures (60B10)


Related Items (6)

S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations ⋮ A new method for bounding the distance between sums of independent integer-valued random variables ⋮ Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings ⋮ Measuring the impact of dependence between claims occurrences. ⋮ VARIABILITY FOR CARRIER-BORNE EPIDEMICS AND REED–FROST MODELS INCORPORATING UNCERTAINTIES AND DEPENDENCIES FROM SUSCEPTIBLES AND INFECTIVES ⋮ On the stop-loss and total variation distances between random sums




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