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A metric space is a pair $(X,d)$, where $X$ is a set and $d:X \times X \to \mathbb{R}$ satisfies the following conditions for all $x,y,z \in X$. (Symmetry) $d(x,y)=d(y,x)$. (Identity of Indiscernibles) $d(x,y)=0$ if and only if $x=y$. (Triangle Inequality) $d(x,y)+d(y,z) \geq d(x,z)$.

13 votes
1 answer
3k views

Does this metric have an official name? Lévy metric? Ky Fan metric?

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 me …
5 votes
2 answers
639 views

Is the Hausdorff metric on sub-$\sigma$-fields separable?

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 $\mathcal{F}$ a …
4 votes
1 answer
214 views

Is the following product-like space a Polish space?

Let $\mathcal{M}_1(\mathbb R)$ denote the space of Borel probability measures on $\mathbb R$. The space is a Polish space (a space which admits a complete, separable, metric) using, say the Levy-Prok …