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Further Applications of D-Norms to Probability & Statistics

  • Michael Falk
Chapter
Part of the Springer Series in Operations Research and Financial Engineering book series (ORFE)

Abstract

This section introduces max-characteristic functions (max-CFs), which are an offspring of D-norms. A max-CF characterizes the distribution of an rv in \(\mathbb R^d\), whose components are non-negative and have finite expectation. Pointwise convergence of a max-CF is shown to be equivalent to convergence with respect to the Wasserstein metric. An inversion formula for max-CF is established as well.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Michael Falk
    • 1
  1. 1.Fakultät für Mathematik und InformatikUniversität WürzburgWürzburgGermany

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