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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 2, Pages 239–250 (Mi tvp3044)

This article is cited in 8 papers

Two-sided estimates of Levy's metric

V. M. Zolotarev, V. V. Senatov

V. A. Steklov Mathematical Institute, USSR Academy of Sciences

Abstract: Along with the well-known Levy distance $L$ in the space of distribution functions, a new distance $\lambda$ in the space of characteristic functions is proposed. Upper and lower estimates of $L$, close to optimal ones, are constructed using $\lambda$. Various particular cases are considered.

Received: 24.10.1974


 English version:
Theory of Probability and its Applications, 1976, 20:2, 234–245

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