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feat: Levy-Prokhorov distance pseudometrizes convergence in distribution

Open kkytola opened this issue 1 year ago • 0 comments

Add the more interesting direction of topology comparison for the Lévy-Prokhorov distance. Conclude that if the underlying space is separable, then the topology of convergence in distribution coincides with the one obtained from the Lévy-Prokhorov (pseudo)metric. In particular the topology of convergence in distribution is (pseudo)metrizable, and so first countable.


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kkytola avatar Mar 20 '24 21:03 kkytola