Publication
Title
Distances on probability measures and random variables
Author
Abstract
In this paper we lift fundamental topological structures on probability measures and random variables, in particular the weak topology, convergence in law and finite-dimensional convergence to an isometric level. This allows for an isometric quantitative study of important concepts such as relative compactness, tightness, stochastic equicontinuity, Prohorov's theorem and σ-smoothness. In doing so we obtain numerical results which allow for the development of an intrinsic approximation theory and from which moreover all classical topological results follow as easy corollaries.
Language
English
Source (journal)
Journal of mathematical analysis and applications. - New York, N.Y.
Publication
New York, N.Y. : 2011
ISSN
0022-247X
Volume/pages
374:2(2011), p. 412-428
ISI
000283965000007
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 13.10.2010
Last edited 05.08.2017
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