Distances in Probability Theory

Michel Marie Deza and Elena Deza
Additional contact information
Michel Marie Deza: Ecole Normale Supérieure
Elena Deza: Moscow State Pedagogical University

Chapter Chapter 14 in Encyclopedia of Distances, 2014, pp 257-272 from Springer

Abstract: Abstract A probability space is a measurable space ( Ω , 𝒜 , P ) $$(\Omega,\mathcal{A},P)$$ , where 𝒜 $$\mathcal{A}$$ is the set of all measurable subsets of Ω $$\Omega $$ , and P is a measure on 𝒜 $$\mathcal{A}$$ with P ( Ω ) = 1 $$P(\Omega ) = 1$$ . The set Ω $$\Omega $$ is called a sample space.

Keywords: Transportation Distance; Absolute Moment; Bregman Divergence; Nondecreasing Continuous Function; Leibler Distance (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-662-44342-2_14

Ordering information: This item can be ordered from
http://www.springer.com/9783662443422

DOI: 10.1007/978-3-662-44342-2_14

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().