On the variation distance for probability measures defined on a filtered space
β Scribed by Yu. M. Kabanov; R. Sh. Liptser; A. N. Shiryaev
- Publisher
- Springer
- Year
- 1986
- Tongue
- English
- Weight
- 707 KB
- Volume
- 71
- Category
- Article
- ISSN
- 1432-2064
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## 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
In this paper we give equivalent conditions on the central limit theorem in total variation norm for a sequence of probability measures on ~. This generalizes Cacoullos, Papathanasiou and Utev's central limit theorem in Lt-norm for a sequence of probability density functions on R. We also give equiv