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Zapiski Nauchnykh Seminarov POMI, 2007, Volume 351, Pages 253–258
(Mi znsl38)
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This article is cited in 1 scientific paper (total in 1 paper)
The Lipschitz property of the quantile functions on spaces of random variables
V. N. Sudakov St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
It is proved that the quantile functions on the space of random variables obey the Lipschitz condition with the constant 1 with respect to any norm majorizing $L^\infty$-norm. The random variables considered need not to belong this $L^\infty$-space.
Received: 23.11.2007
Citation:
V. N. Sudakov, “The Lipschitz property of the quantile functions on spaces of random variables”, Probability and statistics. Part 12, Zap. Nauchn. Sem. POMI, 351, POMI, St. Petersburg, 2007, 253–258; J. Math. Sci. (N. Y.), 152:6 (2008), 941–943
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https://www.mathnet.ru/eng/znsl38 https://www.mathnet.ru/eng/znsl/v351/p253
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Abstract page: | 344 | Full-text PDF : | 145 | References: | 57 |
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