The Wasserstein distance and approximation theorems

1985/03/01 by Ludger Rüschendorf · 4 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Extension (predicate logic) #Financial Risk and Volatility Modeling #Markov chain #Martingale (probability theory) #Mathematical Approximation and Integration #Mathematical finance #Mathematics #Multivariate statistics #Probability and Risk Models #Quantile #Random variable #Sequence (biology) #Statistics

paper · pdf · doi:10.1007/bf00532240

crossref issued 1985/03/01 · crossref published 1985/03/01 · crossref published-print 1985/03/01 · openalex publication_date 1985/03/01 · crossref published-online 1985/03/25 · crossref created 2004/11/18 · crossref deposited 2022/01/04 · openalex created_date 2025/10/10 · crossref indexed 2026/07/31 · openalex updated_date 2026/08/01

Citations

• Some Limit Theorems for Random Functions. II
• Almost sure invariance principles for partial sums of weakly dependent random variables
• The Fréchet distance between multivariate normal distributions
• Calculation of the Wasserstein Distance Between Probability Distributions on the Line
• Probability Metrics

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