The book focuses on probability metrics suitable for the characterization of random variables in Hilbert or Banach space. It provides details of various stochastic processes, such as testing non-deterministic statistical hypotheses, characterization of probability distribution or constructing multidimensional test for two selections. The book is published in the English language.
The book focuses on probability metrics suitable for the characterization of random variables in Hilbert or Banach space. It provides details of vario...
Svetlozar T. Rachev Lev B. Klebanov Stoyan Stoyanov
This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics.
After describing the basic structure of probability metrics and providing an analysis of the topologies in the...
This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study ...
