Distances of Probability Measures and Random Variables
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(only showing first 100 items - show all)- On asymptotic proximity of distributions
- On random tomography with unobservable projection angles
- Sur le problème des marges
- Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
- Asymptotic behaviour of a class of stochastic approximation procedures
- Approximation of Markov chains
- On birth and death processes in symmetric random environment
- A useful estimate in the multidimensional invariance principle
- On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
- Approximation of distributions of sums of Banach-valued random elements with infinitely divisible laws. I.
- Rate of convergence of transport processes with an application to stochastic differential equations
- About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure
- On some properties of a set of probability measures
- Poisson approximations in selected metrics by coupling and semigroup methods with applications
- Ergodicity and central limit theorems for a class of Markov processes
- Rate of convergence for the invariance principle
- Almost surely convergent random variables with given laws
- The minimum distance method of testing
- A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables
- Some modifications of the Dudley metric
- Hausdorff metric structure of the space of probability measures
- Stability analysis of queueing systems
- Empirical processes indexed by smooth functions
- Uniformities for the convergence in law and in probability
- Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
- Diskrepanz in separablen metrischen Räumen
- On the empirical process of multivariate, dependent random variables
- Weak convergence inapplied probability
- Distances of probability measures and uniform distribution mod 1
- Functions of event variables of a random system with complete connections
- On the linear programming approach to the optimality property of Prokhorov's distance
- Martingales and the Robbins-Monro procedure in \(D[0,1]\)
- An application of Neustadt's abstract maximum principle to probability kinematics
- On the invariance principle for sums of independent identically distributed random variables
- Measures on topological spaces
- Treelike queueing networks: Asymptotic stationarity and heavy traffic
- An interacting diffusion model and SK spin glass equation
- Weak convergence of recursions
- The limit-price mechanism.
- Metrics for probability distributions and the trend to equilibrium for solutions of the Boltzmann equation.
- Rates of weak convergence for images of measures by families of mappings
- The distribution of the spine of a Fleming-Viot type process
- Sensitivity with respect to the underlying information in stochastic programs
- Mass-transshipment problems and ideal metrics
- Simultaneous time and chance discretization for stochastic differential equations
- Stability of degenerate diffusions with state-dependent switching
- Defining and computing Hausdorff distances between distributions on the real line and on the circle: link between optimal transport and morphological dilations
- Peacocks nearby: approximating sequences of measures
- Continuity of utility maximization under weak convergence
- Equilibria in infinite games of incomplete information
- Limiting behavior of invariant measures of stochastic delay lattice systems
- On the rate of Poisson approximation to Bernoulli partial sum processes
- A Feller transition kernel with measure supports given by a set-valued mapping
- Rare events and Poisson point processes
- Extended weak convergence and utility maximisation with proportional transaction costs
- Master equation for finite state mean field games with additive common noise
- \(k^*\)-metrizable spaces and their applications
- BSDEs with regime switching: weak convergence and applications
- Continuous-time random walk between Lévy-spaced targets in the real line
- Risk excess measures induced by hemi-metrics
- \(M\)-functionals of multivariate scatter
- On weak invariance principles for partial sums
- Skorohod representation theorem via disintegrations
- Statistical regularities of self-intersection counts for geodesics on negatively curved surfaces
- Ambiguous chance constrained problems and robust optimization
- Convergence of algorithms for reconstructing convex bodies and directional measures
- Intersection and proximity of processes of flats
- Stationary random metrics on hierarchical graphs via \((\min,+)\)-type recursive distributional equations
- Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II
- An epidemic model for an evolving pathogen with strain-dependent immunity
- The accuracy of strong Gaussian approximation for sums of independent random vectors
- Hausdorff distances between distributions using optimal transport and mathematical morphology
- Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem
- Uniform integrability of fuzzy variable sequences
- Shortfall risk approximations for American options in the multidimensional Black-Scholes model
- Preservation of rates of convergence under mappings
- Distances between measures from 1-dimensional projections as implied by continuity of the inverse radon transform
- Reminiscences, and some explorations about the bootstrap
- Duality and convergence for binomial markets with friction
- A continuity theorem for cores of random closed sets
- On U-statistics and v. mise? statistics for weakly dependent processes
- A one-dimensional birth and death process in random environment
- Optimal Joint Distributions of Several Random Variables with Given Marginals
- scientific article; zbMATH DE number 3770690 (Why is no real title available?)
- An invariance principle for the Robbins-Monro process in a Hilbert space
- Almost surely convergent versions of sequences which converge weakly
- Strong path convergence from Loewner driving function convergence
- Mesures marginales et th�or�me de Ford-Fulkerson
- Weak convergence of probability measures relative to incompatible topology and ?-field with applications to renewal theory
- Optimal Matching and Empirical Measures
- Conformally invariant scaling limits in planar critical percolation
- Limit theorems for random degenerate diffusions
- Strong approximation of very weak Bernoulli processes
- Strong representation of weak convergence
- Bounded size bias coupling: a gamma function bound, and universal Dickman-function behavior
- scientific article; zbMATH DE number 7626762 (Why is no real title available?)
- Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria
- On the Poincaré constant of log-concave measures
- On the differential geometry of numerical schemes and weak solutions of functional equations
- The scaling limit of superreplication prices with small transaction costs in the multivariate case
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