Hausdorff metric structure of the space of probability measures
β Scribed by S. Rachev
- Publisher
- Springer US
- Year
- 1981
- Tongue
- English
- Weight
- 667 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1573-8795
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
On the space :~k of probabilities on R k, the metric dl(~,v)=sup{]ffd~-ffdvO<<,f<<.l, f measurable and increasing) is a complete metric. (~) 1998 Elsevier Science B.V.
In this paper we consider a Hamiltonian H on P 2 (R 2d ), the set of probability measures with finite quadratic moments on the phase space R 2d = R d Γ R d , which is a metric space when endowed with the Wasserstein distance W 2 . We study the initial value problem dΒ΅ t /dt +ββ’(J d v t Β΅ t ) = 0, wh
## Abstract The space of probability measures on a Riemannian manifold is endowed with the Fisher information metric. In [4] T. Friedrich showed that this space admits also Poisson structures {, }. In this note, we give directly another proof for the structure {, } being Poisson. (Β© 2007 WILEYβVCH