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Linearly invariant probabilistic metrics

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Literature cited

  1. V. M. Zolotarev,The modern theory of summation of independent random variables [in Russian], Nauka, Moscow (1986).

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  2. V. M. Zolotarev and V. V. Senatov, “Two-sided estimates of the Levy metric,”Teor. Veroyatn. i Prim.,XX, No. 2, 239–250 (1975).

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Translated fromProblemy Ustoichivosti Stokhasticheskikh Modelei. Trudy Seminara, 1988, pp. 48–53.

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Zolotarev, V.M. Linearly invariant probabilistic metrics. J Math Sci 57, 3234–3239 (1991). https://doi.org/10.1007/BF01099021

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  • DOI: https://doi.org/10.1007/BF01099021

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