All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Page 1

Displaying 1 – 11 of 11

Showing per page

New metrics for weak convergence of distribution functions.

Michael D. Taylor (1985)

Stochastica

Sibley and Sempi have constructed metrics on the space of probability distribution functions with the property that weak convergence of a sequence is equivalent to metric convergence. Sibley's work is a modification of Levy's metric, but Sempi's construction is of a different sort. Here we construct a family of metrics having the same convergence properties as Sibley's and Sempi's but which does not appear to be related to theirs in any simple way. Some instances are brought out in which the metrics...

Numerical solutions of the mass transfer problem

Serge Dubuc, Issa Kagabo (2006)

RAIRO - Operations Research

Let μ and ν be two probability measures on the real line and let c be a lower semicontinuous function on the plane. The mass transfer problem consists in determining a measure ξ whose marginals coincide with μ and ν, and whose total cost ∫∫ c(x,y)dξ(x,y) is minimum. In this paper we present three algorithms to solve numerically this Monge-Kantorovitch problem when the commodity being shipped is one-dimensional and not necessarily confined to a bounded interval. We illustrate these numerical...

Currently displaying 1 – 11 of 11

Page 1