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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) $d(x,y)+d(y,z) \geq d(x,z)$.

2 votes

Density of subsequences in Bolzano-Weierstrass

$\newcommand{\N}{\mathbb N}\newcommand{\R}{\mathbb R}\newcommand{\md}{\ (\operatorname{mod}2)}$This is to present a formalized version of the nice answer by Christian Remling. Suppose that a function …
Iosif Pinelis's user avatar
1 vote

Which posets arise from closed, transitive relations?

It is easy to see that the posets $(U,\le)$ that can arise in this way are exactly such that for all $u$ and $v$ in $U$ $$u\le v\ \&\ v\le u\implies u=v. \tag{1}\label{1}$$ That is, any poset can aris …
Iosif Pinelis's user avatar
3 votes
Accepted

Is completion of measures equivalent to completion of sigma algebras as metric spaces with r...

In Theorem 1.4 of this paper or of its preprint version, it is shown that, for any measure $m$ on any algebra $\mathcal A$ of subsets of a set $X$, a subset $E$ of $X$ is locally approximable by sets …
Iosif Pinelis's user avatar
4 votes
Accepted

Are there any statistical metrics that satisfy this kind of condition?

According to Proposition 7 on p. 236 of Givens and Shortt, the $L^2$ Wasserstein distance between $N(\mu_1,\sigma_1^2)$ and $N(\mu_2,\sigma_2^2)$ is the Euclidean distance between the points $(\mu_1,\ …
Iosif Pinelis's user avatar
3 votes
Accepted

Linear process close to a Gaussian process

$\newcommand{\R}{\mathbb R}\newcommand{\Z}{\mathbb Z}\newcommand{\ep}{\varepsilon}\newcommand{\de}{\delta}$Let $\psi_j:=0$ for $j=-1,-2,\dots$. Then \begin{equation*} X_t=\sum_{j\in\Z}X_{t,j} \end …
Iosif Pinelis's user avatar
3 votes
Accepted

Inferring the modulus of continuity

$\newcommand\om\omega\newcommand\R{\mathbb R}$In general, even the inequality $$\om_g\le\om\circ\om_f^{-1}\tag{0}$$ will not hold, for the right inverse $\om_f^{-1}$ of $\om_f$ defined by $$\om_f^{-1} …
Iosif Pinelis's user avatar
2 votes
Accepted

Can a measure on a finite metric space be Alhfors regular?

Take any $x\in X$ with $m:=\mu(\{x\})\in(0,\infty)$ (since $X$ is finite and $\mu$ is a probability measure, such a point $x$ exists). Let $R:=\min\{d(y,x)\colon y\in X\setminus\{x\}\}$. Then $R\in(0, …
Iosif Pinelis's user avatar
1 vote
Accepted

Is this a smooth approximation to the $\ell$-infinity distance actually a quasi-metric?

$\newcommand\R{\mathbb R}$By rescaling, without loss of generality $\lambda=1$. So, the question becomes the following: is there a real $C$ not depending on $u=(u_1,\dots,u_n)\in\R_+^n$, $v=(v_1,\dots …
Iosif Pinelis's user avatar
1 vote
Accepted

A property for maps between metric spaces

" How is it related to $f$ being an isometry?" Obviously, any isometry $f$ has the property in question. On the other hand, not every $f$ having this property is an isometry. Indeed, let $X=Y=\{1,2,3\ …
Iosif Pinelis's user avatar
3 votes
Accepted

Expected measure of a ball in a probability space with a metric

Let $S:=\mathbb X$. Let $X$ and $Y$ be iid random elements of $S$ each with distribution $\mathbb Q$. It is more transparent to rephrase the question as follows: Can one give a good lower bound on $P …
Iosif Pinelis's user avatar
1 vote

Metric for measuring linearity of finite set of points in $R^2$

$\newcommand\R{\Bbb R}\newcommand\la{\lambda}$One good "metric" is as follows. Let $S$ be your finite set of $n\ge2$ distinct points in $\R^2$. Let $C(S)$ be the covariance matrix of the uniform proba …
Iosif Pinelis's user avatar
3 votes
Accepted

Is this map (from the space of probability densities to the Wasserstein space) Lipschitz?

$\newcommand{\vpi}{\varphi}\newcommand\R{\mathbb R}$ Claim 1: The map $F$ is not Lipschitz if $p>1$. Claim 2: The map $F$ is $1$-Lipschitz if $p=1$: For all $f,g$ in $D_p$, \begin{equation*} W_ …
Iosif Pinelis's user avatar
4 votes
Accepted

Equivalent definition for Skorokhod metric

$\newcommand\ep\varepsilon\newcommand\la\lambda\newcommand\La\Lambda\newcommand\tla{\tilde\lambda}\newcommand\tLa{\tilde\Lambda}\newcommand\ga\gamma\newcommand\Ga\Gamma\newcommand\de\delta$Your conjec …
Iosif Pinelis's user avatar
4 votes
Accepted

Does complete and separable Wasserstein space imply a complete base space?

$\newcommand\de\delta\newcommand\ep\varepsilon$The conjecture is true. Indeed, let $(z_n)$ be a Cauchy-convergent sequence in $(Z,d)$. Then $$d_{W_p}(\de_{z_m},\de_{z_n})=d(z_m,z_n)\to0$$ (as $m,n\to\ …
Iosif Pinelis's user avatar
4 votes
Accepted

Vague convergence: confusion about the regularity of a signed Radon measure and that of its ...

$\newcommand{\Om}{\Omega}\newcommand{\Th}{\Theta}\newcommand{\B}{\mathscr B}\newcommand{\M}{\mathcal M}\newcommand\ep\varepsilon\newcommand{\de}{\delta}\newcommand{\R}{\mathbb R}$Take any $\mu\in\M(\O …
Iosif Pinelis's user avatar

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