Generalized Wasserstein distance and weak convergence of sublinear expectations
Probability
2015-10-08 v2
Abstract
In this paper, we define the generalized Wasserstein distance for sets of Borel probability measures and demonstrate that the weak convergence of sublinear expectations can be characterized by means of this distance.
Keywords
Cite
@article{arxiv.1505.04954,
title = {Generalized Wasserstein distance and weak convergence of sublinear expectations},
author = {Xinpeng Li and Yiqing Lin},
journal= {arXiv preprint arXiv:1505.04954},
year = {2015}
}