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...

Vasilevich Prokhorov (1929–2013), Russian mathematician Lévy–Prokhorov metric Prokhorov's theorem This page lists people with the surname Prokhorov. If an...

probability measures with bounded support. Hutchinson metric Lévy metric Lévy–Prokhorov metric Fréchet distance Total variation distance of probability...

mathematician Yuri Vasilyevich Prokhorov, who considered probability measures on complete separable metric spaces. The term "Prokhorov’s theorem" is also applied...

decomposition theorem Lévy distribution Lévy metric Lévy's modulus of continuity Lévy–Prokhorov metric Lévy's continuity theorem Lévy's zero-one law...

statistical distance) Hellinger distance Lévy–Prokhorov metric Wasserstein metric: also known as the Kantorovich metric, or earth mover's distance Mahalanobis...

Soviet Encyclopedia. Lévy–Prokhorov metric Prokhorov's theorem Larry Shepp, "A Conversation with Yuri Vasilyevich Prokhorov", Statistical Science, Vol...

of weak-* convergence. Convergence of random variables Lévy–Prokhorov metric Prokhorov's theorem Tightness of measures Madras, Neil; Sezer, Deniz (25...

extension theorem Lévy–Prokhorov metric Malliavin calculus Martingale representation theorem Optional stopping theorem Prokhorov's theorem Quadratic variation...

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...