… We formalize the Lévy-Prokhorov metric, a metric on finite measures, mainly following the
lecture notes by Gaans [4]. This entry includes the following formalization. … interpret d …

… We also apply the Lévy-Prokhorov metric to show that the … Our motivation of formalizing
the Lévy-Prokhorov metric is to … the Lévy-Prokhorov metric because we need to give a metric …

… metric with … metric with respect to the system of convexsets. We also give an estimateof the
rate of convergence in the multidimensional central limit theorem in the L6vy-Prokhorov metric …

… As we already mentioned, the Lévy–Prokhorov metric on PR differs from the Lévy distance
on PR. Therefore, in the special case when X = R, our hypotheses are different from those …

… Moreover, convergence in the L6vy-Prokhorov metric is equivalent to the weak convergence
of the distribu-tions. This makes the problem of estimating52ri (F, G) in terms of the …

… measures in complete separable metric spaces. Since … theory is when the underlying metric
space has a linear structure… vy-Prokhorov metric in case when the underlying metric space is …

… isolated in the Levy metric, but the converse does not hold. (ii) If 7r is finitely distinguishable
then the members of 5f are uniformly isolated in the Levy-Prokhorov metric but the converse …

… on a separable metric space can be metrized. In Section 4 we introduce a Lévy–Prokhorov
metric and a Fortet–Mourier metric on the space of nonadditive measures on a metric space. …

… of the distributions of the sums of independent random vectors with the aid of infinitely
divisible distributions in the Levy--Prokhorov metric (see [i, 9]). Let E be a distribution in ~ …

… where O is the collection of all closed sets in R", A stands for an e-neighborhood of a set in
the metric generated by the norm I1"11, Convergence in the metric thus defined is equivalent …