Weak convergence of laws on \(\mathbb R^{K}\) with common marginals (Q2641433): Difference between revisions

Let \(P(n)\) and \(Q(n)\) be two sequences of \(k\)-dimensional probability distributions with identical univariate marginals. The topic of the paper is to study distances between \(P(n)\) and \(Q(n)\) which converge to zero at the same time. The author establishes that, among others, two metrics introduced in the literature by Rachev and Muller generate such distances. Applications are presented.