All Questions

Let $X$ and $Y$ be random variables taking values in a separable metric space $(S,d)$. The metric I have in mind is $$\rho(X,Y) = \mathbb{E}[\min\{d(X,Y),1\}]$$ if $X$ and $Y$ take values in the a ...

Let $(X,\mu,\mathcal{F})$ be a probability space. The paper Equiconvergence of Martingales by Edward Boylan introduced a pseudometric on sub-$\sigma$-fields (sub-$\sigma$-algebras) of $\mathcal{F}$ ...

I'm reading a proof of below theorem from this paper. Theorem A.3. Let $\Omega$ be a locally compact normal Hausdorff space. Let $\left\{\mu_n\right\} \cup\{\mu\} \subset \mathcal{M}(\Omega)$ and ...

Denote by $d$ the supremum metric on the space $C[0,T]$ of continuous real-valued functions on $[0,T]$: $$ d(f,g) = \sup_{t \in [0,T]} |f(t)-g(t)|. $$ Let $\rho$ be the Levy-Prokhorov metric on the ...

For a family of probability measures sharing the same form of distribution function $F(x; p)$ with different parameters (i.e., $p$'s), if the parameter falls in a compact subset of real line, can we ...

Is the Skorohod space $D([0,T];\mathbb{R}^d)$ equipped with the $J_1$ topology homoeomorphic to a separable Fr\'{e}chet space. In particular, is it homeomorphic to $L_{\mu}^1(\mathcal{B}([0,1])$ ...