Lipschitz continuity of quantile functions on spaces of random variables

DOI10.1007/S10958-008-9112-5MaRDI QIDQ2451265zbMATH OpenOpenAlexFDO

Authors V. N. Sudakov

Publication date 3 June 2014

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-008-9112-5

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability theory on linear topological spaces (60B11) Probability theory on algebraic and topological structures (60B99)

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Cites work

• scientific article; zbMATH DE number 902684 (Why is no real title available?)
• Gaussian concentration in the Kantorovich metric of distributions of random variables and the quantile functions

Cited in

(10)

• Lipschitz continuity of copulas w.r.t. \(L_p\)-norms
• Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables
• scientific article; zbMATH DE number 3967558 (Why is no real title available?)
• Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
• Generalized Lipschitz-continuity of integrals with respect to a parameter of the intergrating probability measure
• Some remarks on the continuity of random fields on Lipschitz spaces
• A flexible Clayton-like spatial copula with application to bounded support data
• Complementary Lipschitz continuity results for the distribution of intersections or unions of independent random sets in finite discrete spaces
• scientific article; zbMATH DE number 5509960 (Why is no real title available?)
• Lipschitz conditions for random processes from \(L_p(\Omega)\) spaces of random variables

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