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On the Hellinger type distances for filtered experiments
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  • Published: March 1990

On the Hellinger type distances for filtered experiments

  • K. Dzhaparidze1 &
  • E. Valkeila2 

Probability Theory and Related Fields volume 85, pages 105–117 (1990)Cite this article

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  • 24 Citations

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Summary

We study the Hellinger type distances\(\rho _p (P_T ,\tilde P_T )\) on a filtered space. Herep≧2 is an arbitrary number andP T and\(\tilde P_T \) are two probability measures stopped at a random timeT. We give lower and upper bounds for\(\rho _p (P_T ,\tilde P_T )\) in predictable terms.

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Author information

Authors and Affiliations

  1. Center for Mathematics and Computer Science, P.O. Box 4079, NL-1009 AB, Amsterdam, The Netherlands

    K. Dzhaparidze

  2. Computing Centre, University of Helsinki, Teollisuuskatu 23, SF-00510, Helsinki, Finland

    E. Valkeila

Authors
  1. K. Dzhaparidze
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  2. E. Valkeila
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Dzhaparidze, K., Valkeila, E. On the Hellinger type distances for filtered experiments. Probab. Th. Rel. Fields 85, 105–117 (1990). https://doi.org/10.1007/BF01377632

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  • Received: 31 January 1989

  • Revised: 02 October 1989

  • Issue Date: March 1990

  • DOI: https://doi.org/10.1007/BF01377632

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Keywords

  • Stochastic Process
  • Probability Measure
  • Probability Theory
  • Mathematical Biology
  • Arbitrary Number
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