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Completeness of Bhattacharya metric on the space of probabilities

Author

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  • Chakraborty, Santanu
  • Rao, B. V.

Abstract

On the space of probabilities on , the metric d1([mu], [nu]) = sup{ vb [integral operator] tf d [mu] - [integral operator] tf d[nu]vb : 0 [less-than-or-equals, slant] tf [less-than-or-equals, slant] 1, tf measurable and increasing } is a complete metric.

Suggested Citation

  • Chakraborty, Santanu & Rao, B. V., 1998. "Completeness of Bhattacharya metric on the space of probabilities," Statistics & Probability Letters, Elsevier, vol. 36(4), pages 321-326, January.
    • Handle: RePEc:eee:stapro:v:36:y:1998:i:4:p:321-326
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    1. N/A, 1996. "Note:," Foreign Trade Review, , vol. 31(1-2), pages 1-1, January.
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    Cited by:

    1. Rabi Bhattacharya & Mukul Majumdar, 1999. "On a Theorem of Dubins and Freedman," Journal of Theoretical Probability, Springer, vol. 12(4), pages 1067-1087, October.
    2. Rabi Bhattacharya & Mukul Majumdar, 2010. "Random iterates of monotone maps," Review of Economic Design, Springer;Society for Economic Design, vol. 14(1), pages 185-192, March.
    3. Takashi Kamihigashi & John Stachurski, 2014. "Stability Analysis for Random Dynamical Systems in Economics," Discussion Paper Series DP2014-35, Research Institute for Economics & Business Administration, Kobe University.
    4. Takashi Kamihigashi & John Stachurski, 2017. "Some Unified Results for Classical and Monotone Markov Chain Theory," Discussion Paper Series DP2017-02, Research Institute for Economics & Business Administration, Kobe University.

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