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Prokhorov's theorem. In measure theory Prokhorov's theorem relates tightness of measures to relative compactness (and hence weak convergence) in the space of probability measures. It is credited to the Soviet mathematician Yuri Vasilyevich Prokhorov, who considered probability measures on complete separable metric spaces. The term "Prokhorov ...
Tightness is often a necessary criterion for proving the weak convergence of a sequence of probability measures, especially when the measure space has infinite dimension. See. Finite-dimensional distribution. Prokhorov's theorem. Lévy–Prokhorov metric. Weak convergence of measures. Tightness in classical Wiener space. Tightness in Skorokhod ...
Lévy–Prokhorov metric. In mathematics, the Lévy–Prokhorov metric (sometimes known just as the Prokhorov metric) is a metric (i.e., a definition of distance) on the collection of probability measures on a given metric space. It is named after the French mathematician Paul Lévy and the Soviet mathematician Yuri Vasilyevich Prokhorov ...
Let ,: [,] be two cumulative distribution functions. Define the Lévy distance between them to be (,):= {> | () (+) +,}.Intuitively, if between the graphs of F and G one inscribes squares with sides parallel to the coordinate axes (at points of discontinuity of a graph vertical segments are added), then the side-length of the largest such square is equal to L(F, G).
In mathematics, the Wasserstein distance or Kantorovich – Rubinstein metric is a distance function defined between probability distributions on a given metric space . It is named after Leonid Vaseršteĭn. Intuitively, if each distribution is viewed as a unit amount of earth (soil) piled on , the metric is the minimum "cost" of turning one ...
The Pythagorean theorem has at least 370 known proofs. [1]In mathematics and formal logic, a theorem is a statement that has been proven, or can be proven. [a] [2] [3] The proof of a theorem is a logical argument that uses the inference rules of a deductive system to establish that the theorem is a logical consequence of the axioms and previously proved theorems.
In proof by exhaustion, the conclusion is established by dividing it into a finite number of cases and proving each one separately. The number of cases sometimes can become very large. For example, the first proof of the four color theorem was a proof by exhaustion with 1,936 cases. This proof was controversial because the majority of the cases ...
Identity 1: The following two results follow from this and the ratio identities. To obtain the first, divide both sides of by ; for the second, divide by . Similarly. Identity 2: The following accounts for all three reciprocal functions. Proof 2: Refer to the triangle diagram above. Note that by Pythagorean theorem.