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Theorems · Definition · probability

MeasureTheory.levyProkhorovDist

{Ω : Type u_1} →
  [inst : MeasurableSpace Ω] → [PseudoEMetricSpace Ω] → MeasureTheory.Measure Ω → MeasureTheory.Measure Ω → ℝ

The Lévy-Prokhorov distance between finite measures: d(μ,ν) = inf {r ≥ 0 | ∀ B, μ B ≤ ν Bᵣ + r ∧ ν B ≤ μ Bᵣ + r}.

Defined in
Mathlib.MeasureTheory.Measure.LevyProkhorovMetric
Cited by
6 results in Mathlib
Foundations
Depth 171 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
MeasurableSpacePseudoEMetricSpace

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