http://swrc.ontoware.org/ontology#UnrefereedArticle
On a Certain Metric on the Space of Pairs of a Random Variable and a Probability Measure
en
certain metric
random variable
probability measure
Kusuoka Shigeo
Nakayama Toshiyuki
The authors introduce new metrics on the space of pairs of a random variable and a probability measure over a Polish space, and study the properties of them. Finally, as an application, they discuss how the integrand for the martingale representation converges in the invariance principle.
Journal of mathematical sciences, the University of Tokyo
8
2
343-356
2001
13405705
AA11021653
application/pdf
415
Graduate School of Mathematical Sciences, The University of Tokyo