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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2007 Volume 351, Pages 253–258 (Mi znsl38)

This article is cited in 1 paper

The Lipschitz property of the quantile functions on spaces of random variables

V. N. Sudakov

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: It is proved that the quantile functions on the space of random variables obey the Lipschitz condition with the constant 1 with respect to any norm majorizing $L^\infty$-norm. The random variables considered need not to belong this $L^\infty$-space.

UDC: 519.21

Received: 23.11.2007


 English version:
Journal of Mathematical Sciences (New York), 2008, 152:6, 941–943

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