In mathematics, the Lévy–Prokhorov metric (sometimes known just as the Prokhorov metric) is a metric (i.e., a definition of distance) on the collection...
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Vasilevich Prokhorov (1929–2013), Russian mathematician Lévy–Prokhorov metric Prokhorov's theorem This page lists people with the surname Prokhorov. If an...
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probability measures with bounded support. Hutchinson metric Lévy metric Lévy–Prokhorov metric Fréchet distance Total variation distance of probability...
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mathematician Yuri Vasilyevich Prokhorov, who considered probability measures on complete separable metric spaces. The term "Prokhorov’s theorem" is also applied...
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decomposition theorem Lévy distribution Lévy metric Lévy's modulus of continuity Lévy–Prokhorov metric Lévy's continuity theorem Lévy's zero-one law...
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Statistical distance (redirect from Probability metric)
statistical distance) Hellinger distance Lévy–Prokhorov metric Wasserstein metric: also known as the Kantorovich metric, or earth mover's distance Mahalanobis...
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Soviet Encyclopedia. Lévy–Prokhorov metric Prokhorov's theorem Larry Shepp, "A Conversation with Yuri Vasilyevich Prokhorov", Statistical Science, Vol...
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of weak-* convergence. Convergence of random variables Lévy–Prokhorov metric Prokhorov's theorem Tightness of measures Madras, Neil; Sezer, Deniz (25...
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extension theorem Lévy–Prokhorov metric Malliavin calculus Martingale representation theorem Optional stopping theorem Prokhorov's theorem Quadratic variation...
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Finite measure (section Metric spaces)
is also separable, the weak convergence is metricized by the Lévy–Prokhorov metric. If X {\displaystyle X} is a Polish space and A {\displaystyle {\mathcal...
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