Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Billingsley P. Convergence of probability measures. New York: Wiley, 1968.
Dudley R.M. Probability and metrics.-Aarhus Univ. Lect. Notes, 1976, Ser.45.
Hausdorff F. Set theory, 3rd ed. New York, Chelsea, 1962.
Hoeffding W. Masstabvariante Korrelationstheorie.-Schr. Math. Inst, Univ. Berlin, 1940, B.5, s.181–233.
Rachev S.T. On Hausdorff metric construction in the space of probability measures.-Zapiski naučn. seminarov LOMI, 1979, v.87, p.87–104 (in Russian).
Rachev S.T. Minimal metrics in the real valued random variables space.-Soviet Math.Dokl., 1981, v.257, No.5, p.1067–1070.
Rachev S.T. Minimal metrics in the random variables space.-Pub.Inst.Stat.Paris, 1982, v. XXVII, f.1, p.27–47.
Sendov B. Some problems of approximation theory of functions and sets in the Hausdorff metric, Uspehi Matem.Nauk, 1969, v.24, No.5, p.141–173 (in Russian).
Vallander S.S. Calculation of the Vasserstein distance between probability distributions on the line.-Theor.Prob.Appl. 1973, v.18, 784–786.
Zolotarev V.M. Metric distances in spaces of random variables and their distributions. Mat.USSR Sb., 1976, v.50, No.3, p.373–401.
Zolotarev V.M. General problems of the stability of mathematical models. Bull.Int.Stat.Inst., 1977, v.XLVII (2), p.382–401.
Zolotarev V.M. Ideal metrics in the problems of probability theory and mathematical statistics.-Austral.J.Statist., 1979, v.21, No.3, p.193–208.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1983 Springer-Verlag
About this paper
Cite this paper
Rachev, S.T. (1983). Minimal metrics in the real random variables space. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 982. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0082069
Download citation
DOI: https://doi.org/10.1007/BFb0082069
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-12278-4
Online ISBN: 978-3-540-39598-0
eBook Packages: Springer Book Archive