Relations Between Minimal and Maximal Distances

Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
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Svetlozar T. Rachev: Stony Brook University, Department of Applied Mathematics and Statistics College of Business
Lev B. Klebanov: Charles University, Department of Probability and Statistics
Stoyan V. Stoyanov: EDHEC Business School EDHEC-Risk Institute
Frank J. Fabozzi: EDHEC Business School EDHEC-Risk Institute

Chapter Chapter 8 in The Methods of Distances in the Theory of Probability and Statistics, 2013, pp 199-217 from Springer

Abstract: Abstract The goals of this chapter are to: Discuss dual representations of the maximal distances $$\check{\mu }_{c}$$ and $$\mu ^{(s)}_{c}$$ and to compare them with the corresponding dual representations of the minimal metric $$\widehat{\mu }$$ and minimal norm $$\mu ^{ \circ }_{c}$$ , Provide closed-form expressions for $$\check{\mu }_{c}$$ and $$\mu ^{(s)}_{c}$$ in some special cases, Study the topological structure of minimal distances and minimal norms.

Keywords: Minimum Metal; Minimum Norm; Topological Structure; Dual Representations; Minimum Distance (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-4869-3_8

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DOI: 10.1007/978-1-4614-4869-3_8

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