Distances on probability measures and random variables

DOI10.1016/J.JMAA.2010.09.006zbMATH Open1205.60018OpenAlexW2085570220MaRDI QIDQ607299FDOQ607299

B. Berckmoes, J. Van Casteren, Robert Lowen

Publication date: 22 November 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.09.006

zbMATH Keywords

compactnessweak convergencetotal variation distancetightnessdistance of probability measures

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Axioms; other general questions in probability (60A05)

Cites Work

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• ON $ \kappa$-METRIZABLE SPACE
• KURATOWSKI'S MEASURE OF NON-COMPACTNESS REVISITED
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• Some Properties of the Set and Ball Measures of Non-Compactness and Applications
• Convergence of stochastic processes
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Cited In (23)

• Probability densities from distances and discrimination
• Distance of convergence in measure on spaces of measurable functions
• Regularity for relational algebras and approach spaces
• On the probabilistic Hausdorff distance and a class of probabilistic decomposable measures
• Estimation of the distance between the densities of probabilistic measures with close projections
• Complexity analysis via approach spaces
• An isometric study of the Lindeberg-Feller central limit theorem via Stein's method
• CVaR distance between univariate probability distributions and approximation problems
• Distance measures in a one-parameter class of density functions
• On the asymptotic behavior of the contaminated sample mean
• On the Hausdorff measure of noncompactness for the parameterized Prokhorov metric
• Supported approach spaces
• Approximate central limit theorems
• Title not available (Why is that?)
• Kullback-Leibler divergence based multidimensional robust universal hypothesis testing
• Title not available (Why is that?)
• Fixed points of contractive maps on dcpo's
• Stein's method and a quantitative Lindeberg CLT for the Fourier transforms of random vectors
• An application of approach theory to the relative Hausdorff measure of non-compactness for the Wasserstein metric
• Normality in terms of distances and contractions
• Expected value of the one-dimensional earth mover's distance
• An isomorphism of the Wallman and Čech-Stone compactifications
• Distance en variation totale entre une mesure de Gibbs et sa translatée

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