Distances of Probability Measures and Random Variables

From MaRDI portal
Publication:5556112


DOI10.1214/aoms/1177698137zbMath0169.20602OpenAlexW4248731388WikidataQ97613736 ScholiaQ97613736MaRDI QIDQ5556112

Richard M. Dudley

Publication date: 1968

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698137



Related Items

Speeds of metric probability convergence, Optimal Matching and Empirical Measures, On the rate of convergence in the invariance principle for weakly dependent random variables, A strong version of the Skorohod representation theorem, Some results on convergence and distributions of fuzzy random variables, Graphon convergence of random cographs, Functional central limit theorems for processes with positive drift and their inverses, Stochastic Abelian and Tauberian theorems, Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria, Speed of convergence of the n-fold convolution of a probability measure on a compact group, On the Poincaré Constant of Log-Concave Measures, On the differential geometry of numerical schemes and weak solutions of functional equations, Phase retrieval for characteristic functions of convex bodies and reconstruction from covariograms, Unnamed Item, Limit theorems for random degenerate diffusions, Unnamed Item, An invariance principle for the Robbins-Monro process in a Hilbert space, A one-dimensional birth and death process in random environment, Almost surely convergent versions of sequences which converge weakly, Exponential and polynomial tailbounds for change-point estimators, [https://portal.mardi4nfdi.de/wiki/Publication:4148538 Mesures marginales et th�or�me de Ford-Fulkerson], Weak convergence of probability measures relative to incompatible topology and ?-field with applications to renewal theory, Stability in distribution of forward stochastic flows, Optimal Joint Distributions of Several Random Variables with Given Marginals, The Skorokhod representation theorem for Young measures, Rudolph’s two step coding theorem and Alpern’s lemma for ℝ^{𝕕} actions, Strong approximation of very weak Bernoulli processes, Rates of weak convergence for images of measures by families of mappings, The distribution of the spine of a Fleming-Viot type process, A useful estimate in the multidimensional invariance principle, On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions, Limiting behavior of invariant measures of stochastic delay lattice systems, Approximation of distributions of sums of Banach-valued random elements with infinitely divisible laws. I., Stationary random metrics on hierarchical graphs via \((\min,+)\)-type recursive distributional equations, An interacting diffusion model and SK spin glass equation, Rate of convergence of transport processes with an application to stochastic differential equations, Sensitivity with respect to the underlying information in stochastic programs, Mass-transshipment problems and ideal metrics, About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure, On some properties of a set of probability measures, Simultaneous time and chance discretization for stochastic differential equations, Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II, Reminiscences, and some explorations about the bootstrap, Poisson approximations in selected metrics by coupling and semigroup methods with applications, Ergodicity and central limit theorems for a class of Markov processes, Rate of convergence for the invariance principle, Duality and convergence for binomial markets with friction, The Monge problem in Banach spaces, An epidemic model for an evolving pathogen with strain-dependent immunity, Almost surely convergent random variables with given laws, On the rate of Poisson approximation to Bernoulli partial sum processes, Weak convergence of recursions, Preservation of rates of convergence under mappings, Distances on probability measures and random variables, On weak invariance principles for partial sums, Distances between measures from 1-dimensional projections as implied by continuity of the inverse radon transform, Hausdorff Distances Between Distributions Using Optimal Transport and Mathematical Morphology, The minimum distance method of testing, A Feller transition kernel with measure supports given by a set-valued mapping, Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem, The limit-price mechanism., Strong path convergence from Loewner driving function convergence, Rare events and Poisson point processes, A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables, Skorohod representation theorem via disintegrations, Some modifications of the Dudley metric, Conformally invariant scaling limits in planar critical percolation, A self-similar process arising from a random walk with random environment in random scenery, Hausdorff metric structure of the space of probability measures, Stability analysis of queueing systems, An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables, Extended weak convergence and utility maximisation with proportional transaction costs, Empirical processes indexed by smooth functions, Stability of degenerate diffusions with state-dependent switching, Uniform integrability of fuzzy variable sequences, Statistical regularities of self-intersection counts for geodesics on negatively curved surfaces, A continuity theorem for cores of random closed sets, Master equation for finite state mean field games with additive common noise, Current status data with competing risks: Limiting distribution of the MLE, Strong representation of weak convergence, Uniformities for the convergence in law and in probability, Bounded size bias coupling: a gamma function bound, and universal Dickman-function behavior, Defining and computing Hausdorff distances between distributions on the real line and on the circle: link between optimal transport and morphological dilations, The scaling limit of superreplication prices with small transaction costs in the multivariate case, Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter, Stability of the reverse Blaschke-Santaló inequality for zonoids and applications, Peacocks nearby: approximating sequences of measures, Approach theory meets probability theory, \(k^*\)-metrizable spaces and their applications, BSDEs with regime switching: weak convergence and applications, Diskrepanz in separablen metrischen Räumen, On the empirical process of multivariate, dependent random variables, Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach, Weak convergence inapplied probability, Ambiguous chance constrained problems and robust optimization, Distances of probability measures and uniform distribution mod 1, Convergence of algorithms for reconstructing convex bodies and directional measures, Continuity of utility maximization under weak convergence, Strong approximation of continuous time stochastic processes, Functions of event variables of a random system with complete connections, Generalized gamma approximation with rates for urns, walks and trees, On the linear programming approach to the optimality property of Prokhorov's distance, Towards a simultaneous Skorohod theorem, Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model, Calculation of the Prokhorov distance by optimal quantization and maximum flow, Martingales and the Robbins-Monro procedure in \(D[0,1\)], Intersection and proximity of processes of flats, Continuous-time random walk between Lévy-spaced targets in the real line, Equilibria in infinite games of incomplete information, An application of Neustadt's abstract maximum principle to probability kinematics, Risk excess measures induced by hemi-metrics, On the invariance principle for sums of independent identically distributed random variables, On asymptotic proximity of distributions, An approach to consensus and certainty with increasing evidence, Measures on topological spaces, On random tomography with unobservable projection angles, Treelike queueing networks: Asymptotic stationarity and heavy traffic, On U-statistics and v. mise? statistics for weakly dependent processes, Approximation of distributions of sums of dependent random variables with values in a Banach space, Sur le problème des marges, \(M\)-functionals of multivariate scatter, Metrics for probability distributions and the trend to equilibrium for solutions of the Boltzmann equation., Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures, Asymptotic behaviour of a class of stochastic approximation procedures, The accuracy of strong Gaussian approximation for sums of independent random vectors, Approximation of Markov chains, On birth and death processes in symmetric random environment