The Lipschitz property of the quantile functions on spaces of random variables
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 12, Tome 351 (2007), pp. 253-258
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It is proved that the quantile functions on the space of random variables obey the Lipschitz condition with the constant 1 with respect to any norm majorizing $L^\infty$-norm. The random variables considered need not to belong this $L^\infty$-space.
@article{ZNSL_2007_351_a14,
author = {V. N. Sudakov},
title = {The {Lipschitz} property of the quantile functions on spaces of random variables},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {253--258},
year = {2007},
volume = {351},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2007_351_a14/}
}
V. N. Sudakov. The Lipschitz property of the quantile functions on spaces of random variables. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 12, Tome 351 (2007), pp. 253-258. http://geodesic.mathdoc.fr/item/ZNSL_2007_351_a14/
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