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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 ...
Yuri Vasilyevich Prokhorov (Russian: Ю́рий Васи́льевич Про́хоров; 15 December 1929 – 16 July 2013) was a Soviet and Russian mathematician, active in the field of probability theory. He was a PhD student of Andrey Kolmogorov at the Moscow State University, where he obtained his PhD in 1956. Prokhorov became a ...
This book's contribution was a self-contained treatment at a useful basic level of abstraction, that of Polish space. It covers key theory tools such as Prokhorov's theorem on relative compactness of measures and the Skorokhod space of càdlàg functions. The second edition includes Skorokhod's representation theorem.
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; Prokhorov introduced it in 1956 ...
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 ...
Yuri Vasilevich Prokhorov (1929–2013) Frank P. Ramsey (1903–1930) Alfréd Rényi (1921–1970) Oded Schramm (1961–2008) Romano Scozzafava (born 1935) Scott Sheffield (born 1973) Albert Shiryaev (born 1934) Yakov Sinai (born 1935) Ray Solomonoff (1926–2009) Frank Spitzer (1926–1992) Ruslan L. Stratonovich (1930–1997) Daniel W ...
The Princeton Lectures in Analysis is a series of four mathematics textbooks, each covering a different area of mathematical analysis. They were written by Elias M. Stein and Rami Shakarchi and published by Princeton University Press between 2003 and 2011. They are, in order, Fourier Analysis: An Introduction; Complex Analysis; Real Analysis ...
Chebyshev. Georg Cantor, inventor of set theory. Cantor was born into the Russian Empire, moving to Saxony with his family at age 11. Sergey Chaplygin, author of Chaplygin's equation important in aerodynamics and notion of Chaplygin gas. Nikolai Chebotaryov, author of Chebotarev's density theorem.
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