Metric distances in spaces of random variables and their distributions
Sbornik. Mathematics, Tome 30 (1976) no. 3, pp. 373-401 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

In this paper the concept of a metric in the space of random variables defined on a probability space is introduced. The principle of three stages in the study of approximation problems is formulated, in particular problems of approximating distributions. Various facts connected with the use of metrics in these three stages are presented and proved. In the second part of the paper a series of results is introduced which are related to stability problems in characterizing distributions and to problems of estimating the remainder terms in limiting approximations of distributions of sums of independent random variables. Both the account of properties of metrics and the application of these facts in the second part of the paper are presented under the assumption that the random variables take values in a general space (metric, Banach or Hilbert space). Bibliography: 11 titles.
@article{SM_1976_30_3_a6,
     author = {V. M. Zolotarev},
     title = {Metric distances in spaces of random variables and their distributions},
     journal = {Sbornik. Mathematics},
     pages = {373--401},
     year = {1976},
     volume = {30},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1976_30_3_a6/}
}
TY  - JOUR
AU  - V. M. Zolotarev
TI  - Metric distances in spaces of random variables and their distributions
JO  - Sbornik. Mathematics
PY  - 1976
SP  - 373
EP  - 401
VL  - 30
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/SM_1976_30_3_a6/
LA  - en
ID  - SM_1976_30_3_a6
ER  - 
%0 Journal Article
%A V. M. Zolotarev
%T Metric distances in spaces of random variables and their distributions
%J Sbornik. Mathematics
%D 1976
%P 373-401
%V 30
%N 3
%U http://geodesic.mathdoc.fr/item/SM_1976_30_3_a6/
%G en
%F SM_1976_30_3_a6
V. M. Zolotarev. Metric distances in spaces of random variables and their distributions. Sbornik. Mathematics, Tome 30 (1976) no. 3, pp. 373-401. http://geodesic.mathdoc.fr/item/SM_1976_30_3_a6/

[1] V. M. Zolotarev, “Kolichestvennye otsenki v zadachakh nepreryvnosti sistem massovogo obsluzhivaniya”, Teoriya veroyatn., XX:1 (1975), 215–218 | MR | Zbl

[2] V. M. Zolotarev, “O nepreryvnosti stokhasticheskikh posledovatelnostei, porozhdaemykh rekurrentnymi protsedurami”, Teoriya veroyatn., XX:4 (1975), 834–847 | MR

[3] V. M. Zolotarev, “O stokhasticheskoi nepreryvnosti sistem massovogo obsluzhivaniya tipa $G|G|1$”, Teoriya veroyatn., XXI:2 (1976), 260–279 | MR

[4] V. Strassen, “The existence of probability measures with given marginals”, Ann. Math. Stat., 36:2 (1965), 423–439 | DOI | MR | Zbl

[5] K. R. Partasarati, Veroyatnostnye mery v metricheskikh prostranstvakh, izd-vo «Mir», Moskva, 1976

[6] V. M. Zolotarev, “Effekt ustoichivosti kharakterizatsii raspredelenii”, Zapiski nauchnykh seminarov LOMI, 61 (1976), 38–55 | Zbl

[7] V. M. Zolotarev, “Approksimatsiya raspredelenii summ nezavisimykh sluchainykh velichin so znacheniyami iz beskonechnomernykh prostranstv”, Teoriya veroyatn., XXI:4 (1976), 741–758 | MR | Zbl

[8] A. N. Kolmogorov, “Nekotorye raboty poslednikh let v oblasti predelnykh teorem teorii veroyatnostei”, Vestnik MGU, 10 (1953), 29–38 | Zbl

[9] A. M. Kagan, Yu. V. Linnik, S. R. Rao, Kharakterizatsionnye zadachi matematicheskoi statistiki, izd-vo «Nauka», Moskva, 1972 | MR

[10] A. Kartan, Differentsialnoe ischislenie, differentsialnye formy, izd-vo «Mir», Moskva, 1971 | MR

[11] L. V. Kantorovich, G. Sh. Rubinshtein, “Ob odnom funktsionalnom prostranstve i nekotorykh ekstremalnykh zadachakh”, DAN SSSR, 115:6 (1957), 1058–1061 | Zbl