Lévy isometries of the space of probability distribution functions (Q536290)

Let \(D(\mathbb R)\) be the space of all probability measures on \(\mathbb R\), and \(L(F,G)\) denote the Lévy distance between \(F,G\in D(\mathbb R)\). Let \(\phi:D(\mathbb R)\to D(\mathbb R)\) be a surjective Lévy isometry, i.e., it is bijective, and \(L(\phi(F),\phi(G))= L(F,G)\) for all \(F,G\in D(\mathbb R)\). The main result of the paper states that there is a constant \(c\in \mathbb R\) such that \(\phi\) is either of the form \(\phi(F)(t)=F(t+c)\), \(t\in \mathbb R\), or \(\phi(F)(t)= 1-F((-t+c)-)\). See also [\textit{L. Molnár}, ``Kolmogorov-Smirnov isometries and affine automorphisms of spaces of distribution functions'', Cent. Eur. J. Math. 9, 789--796 (2011; Zbl 1239.46022)].