Timeline for On the weak convergence of probability measures on $\mathbb R$
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Sep 12, 2021 at 14:36 | vote | accept | GJC20 | ||
| Sep 12, 2021 at 14:27 | history | edited | YCor |
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| Sep 12, 2021 at 11:52 | answer | added | user95282 | timeline score: 3 | |
| Sep 11, 2021 at 17:51 | comment | added | Dirk | Yeah, Wasserstein-1 would be without boundedness of f. This variant is also know as Kantorovich-Rubinstein metric. | |
| Sep 11, 2021 at 10:30 | comment | added | GJC20 | Yes. While $\rho$ is not the Wasserstein metric (unless $\mu,\nu$ have bounded supports) but is the metrization of the weak convergence (which can be found in Billingsley's book) | |
| Sep 11, 2021 at 9:10 | comment | added | Dirk | I don't know the answer of the top of my head, but isn't the $d$ the Prokhorov metric and $\rho$ the 1-Wasserstein metric (also known as bounded Lipschitz metric and under other names). | |
| Sep 11, 2021 at 8:27 | history | asked | GJC20 | CC BY-SA 4.0 |