On a probability metric based on Trotter operator (Q2474992)

The author introduces a pseudometric on the set of random variables by \[ d_T(X,Y,f) = \sup \{ |E f (X+t) - E f(Y+t)|; \;t \in \mathbb R \} \] for \(f \in C^r (\mathbb{R})\). This metric is motivated by the classical Trotter operator and its properties for proving the central limit theorem. With respect to this metric the convergence rate of the arithmetic mean to the expectation is determined.