Probability Metrics and the Stability of Stochastic Models

Download or read book Probability Metrics and the Stability of Stochastic Models written by Svetlozar T. Rachev and published by . This book was released on 1991-05-13 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.