We introduce a new family of metrics on the space of distribution functions, following considerations similar to thnose tha moteivated Paul Lévy in the defintion of the metric that bears his name. We show that each one of these new metrics metrizes the topology of weak convergence. We also introduce a metric with a stronger topology.
Two Lévy--type metrics for Distribution Functions
PASCALI, Eduardo;SEMPI, Carlo
1997-01-01
Abstract
We introduce a new family of metrics on the space of distribution functions, following considerations similar to thnose tha moteivated Paul Lévy in the defintion of the metric that bears his name. We show that each one of these new metrics metrizes the topology of weak convergence. We also introduce a metric with a stronger topology.File in questo prodotto:
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