Minimal metrics in a space of random vectors with fixed one-dimensional marginal distributions

DOI10.1007/BF01089795MaRDI QIDQ1077066zbMATH OpenFDO

Authors Svetlozar T. Rachev

Publication date 1986

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01089795

zbMATH Keywords

convergence of probabilitymarginal distributionsmeasuresminimal metrics

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Convergence of probability measures (60B10) Distribution theory (60E99)

Review text

Translation from Problems of stability of stochastic models, Proc. Semin., Moskva 1981, 112-128 (Russian) (1981; Zbl 0574.60006).

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Cites work

• Hausdorff metric structure of the space of probability measures
• scientific article; zbMATH DE number 3706281 (Why is no real title available?)
• scientific article; zbMATH DE number 3742307 (Why is no real title available?)
• IDEAL METRICS IN THE PROBLEMS OF PROBABILITY THEORY AND MATHEMATICAL STATISTICS
• Inequalities for E k(X, Y) when the marginals are fixed
• METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
• Optimal Joint Distributions of Several Random Variables with Given Marginals
• Prescribing a System of Random Variables by Conditional Distributions
• Properties of and relations among certain types of metrics

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(5)

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• Numerical analytic continuation
• Novel spectral methods for shock capturing and the removal of tygers in computational fluid dynamics

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