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Orlicz Metrics for Weak Convergence of Distribution Functions

Orlicz metrics for weak convergence of distribution functions
Authors: SEMPI, Carlo;

Orlicz Metrics for Weak Convergence of Distribution Functions

Abstract

For a continuous Young function \(\phi\) and homeomorphism h between the unit interval \(I=[0,1]\) and the extended real line \(\bar R,\) define a metric \(d_{h,\phi}\) on distribution functions f, G by \(d_{h,\phi}(F,G)=\| F\circ h-G\circ h\|_{\phi}\), where \(\| \cdot \|_{\phi}\) denotes the Orlicz norm on the space \(L^{\phi}=L^{\phi}(I,B(I),\lambda)\) where \(\lambda\) is the Lebesgue measure. It is shown that every such metric metrizes the topology of weak convergence on distribution functions.

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Italy
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Keywords

Young function, weak convergence, Orlicz norm, Convergence of probability measures, metrics for weak convergence

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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