Proximity of probability distributions in terms of Fourier–Stieltjes transforms

S. G. Bobkov

Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 71 (2016) no. 6, pp. 1021-1079

Résumé

A survey is given of some results on smoothing inequalities for various probability metrics (in particular, for the Kolmogorov distance), and some analogues of these results in the class of functions of bounded variation are presented. Bibliography: 61 titles.

Détail

Keywords: probability metrics, smoothing inequalities.

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