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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 ...
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 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 ...
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.
The mean value theorem is a generalization of Rolle's theorem, which assumes , so that the right-hand side above is zero. The mean value theorem is still valid in a slightly more general setting. One only needs to assume that is continuous on , and that for every in the limit. exists as a finite number or equals or .
Eisenstein's proof of quadratic reciprocity is a simplification of Gauss's third proof. It is more geometrically intuitive and requires less technical manipulation. The point of departure is "Eisenstein's lemma", which states that for odd prime p and positive integer a not divisible by p, where denotes the floor function (the largest integer ...