Hausdorff metric structure of the space of probability measures

S. Rachev

doi:10.1007/BF01085926

Hausdorff metric structure of the space of probability measures

S. Rachev

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

The Hausdorff distance between two bounded functions on the real line was introduced by B. Sendov and B. Penkov. On the class of distribution functions it agrees with the Levi distance. The goal of this article is to analyze the Levi-Prokhorov metric and a new metric in terms of the relation between their structure and the Hausdorff distance.

Original language	English
Pages (from-to)	2275-2288
Number of pages	14
Journal	Journal of Soviet Mathematics
Volume	17
Issue number	6
DOIs	https://doi.org/10.1007/BF01085926
State	Published - Dec 1981

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abstract = "The Hausdorff distance between two bounded functions on the real line was introduced by B. Sendov and B. Penkov. On the class of distribution functions it agrees with the Levi distance. The goal of this article is to analyze the Levi-Prokhorov metric and a new metric in terms of the relation between their structure and the Hausdorff distance.",

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Hausdorff metric structure of the space of probability measures

Abstract

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