On a Class of Minimal Functionals on a Space of Probability Measures

DOI10.1137/1129004zbMath0554.60009OpenAlexW1978033138MaRDI QIDQ3217327

Svetlozar T. Rachev

Publication date: 1985

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1129004

zbMATH Keywords

functional limit theoremconvergence of empirical measuresfunctionals of probability measuresKantorovich problem on mass transition

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

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