Weak Convergence of Laws on ℝK with Common Marginals
Weak Convergence of Laws on ℝK with Common Marginals
复制标题
ℝK 定律与公共边际的弱收敛
DOI：
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发表时间：
2006
期刊：
影响因子：
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通讯作者：
Alessio Sancetta
中科院分区：
文献类型：
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作者：
Alessio Sancetta
摘要
本文给出了Rachev（Probability Statistics and the Stochastic Models，Wiley，奇切斯特，1991）和Müller（J. Appl. Probab. 29，429-443，1997），其度量具有公共边缘的定律的弱收敛。这个结果与应用有关，如几个简单的例子所示。
Abstract
We present a result on topologically equivalent integral metrics as reported by Rachev (Probability Metrics and the Stability of Stochastic Models, Wiley, Chichester, 1991) and Müller (J. Appl. Probab. 29, 429–443, 1997) that metrize weak convergence of laws with common marginals. This result is relevant for applications, as shown in a few simple examples.