On a Certain Metric on the Space of Pairs of a Random Variable and a Probability Measure

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概要

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• The authors introduce new metrics on the space of pairs of a random variable and a probability measure over a Polish space, and study the properties of them. Finally, as an application, they discuss how the integrand for the martingale representation converges in the invariance principle.

• 東京大学の論文

著者

• Nakayama Toshiyuki

  The Bank Of Tokyo-mitsubishi

• Kusuoka Shigeo

  Graduate School of Mathematical Sciences, The University of Tokyo

• Kusuoka Shigeo

  Graduate School Of Mathematical Sciences The University Of Tokyo

• Kusuoka Shigeo

  Graduate School Of Mathematical Science The University Of Tokyo

関連論文

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