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Lévy–Prokhorov metric · Vinony

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EntityQ421945· pop 8· linked from 249 articles

Lévy–Prokhorov metric

certain metric on space of finite measures

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Connections

metrizable space

Categories

Measure theory Metric geometry Paul Lévy (mathematician)Probability theory

Sources

wikipedia.externallinksexternallink

metric space

Entity

stochastic process

complete metric space

queueing theory

Poisson process

càdlàg function

optional stopping theorem

Intrinsic metric

quadratic variation

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What links here249 pages

independent and identically distributed random variables

Branching process

Wasserstein metric

pseudometric space

percolation theory

uniform integrability

Schramm–Loewner evolution

large deviations theory

additive process

Predictable process

Black–Scholes model

category of metric spaces

Feynman–Kac formula

Donsker's theorem

statistical distance

Markov property