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2013 | OriginalPaper | Buchkapitel

22. Negative Definite Kernels and Metrics: Recovering Measures from Potentials

verfasst von : Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi

Erschienen in: The Methods of Distances in the Theory of Probability and Statistics

Verlag: Springer New York

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Abstract

Introduce probability metrics through strongly negative definite kernel functions and provide examples, Introduce probability metrics through m-negative definite kernels and provide examples, Introduce the notion of potential corresponding to a probability measure, Present the problem of recovering a probability measure from its potential, Consider the relation between the problems of convergence of measures and the convergence of their potentials, Characterize probability distributions using the theory of recovering probability measures from potentials.

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Fußnoten
1
Sriperumbudur et al. [2010] discuss metrics similar to the \(\mathfrak{N}\)-distances that we cover in this chapter. However, the results they present were already reported in the literature.
 
2
See, for example, Akhiezer [1961].
 
3
See Vakhaniya et al. [1985].
 
4
See Klebanov and Zinger [1990].
 
5
See, for example, Kagan et al. [1973].
 
6
See, for example, Kakosyan et al. [1984].
 
7
See Klebanov et al. [2001].
 
8
See Klebanov et al. [2001].
 
Literatur
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Zurück zum Zitat Braverman MSh (1987) A method for the characterization of probability distributions. Teor Veroyatnost i Primenen (in Russian) 32:552–556MathSciNetMATH Braverman MSh (1987) A method for the characterization of probability distributions. Teor Veroyatnost i Primenen (in Russian) 32:552–556MathSciNetMATH
Zurück zum Zitat Gorin EA, Koldobskii AL (1987) Measure potentials in Banach spaces. Sibirsk Mat Zh 28(1):65–80MathSciNet Gorin EA, Koldobskii AL (1987) Measure potentials in Banach spaces. Sibirsk Mat Zh 28(1):65–80MathSciNet
Zurück zum Zitat Kagan AM, Linnik YV, Rao CR (1973) Characterization problems of mathematical statistics. Wiley, New York Kagan AM, Linnik YV, Rao CR (1973) Characterization problems of mathematical statistics. Wiley, New York
Zurück zum Zitat Kakosyan AV, Klebanov LB, Melamed IA (1984) Characterization problems of mathematical statistics. In: Lecture notes in mathematics, vol 1088. Springer, Berlin Kakosyan AV, Klebanov LB, Melamed IA (1984) Characterization problems of mathematical statistics. In: Lecture notes in mathematics, vol 1088. Springer, Berlin
Zurück zum Zitat Klebanov LB, Zinger AA (1990) Characterization of distributions: problems, methods, applications. In: Grigelionis B, et al (eds) Probability theory and mathematical Statistics VSP/TEV, vol 1, pp 611–617 Klebanov LB, Zinger AA (1990) Characterization of distributions: problems, methods, applications. In: Grigelionis B, et al (eds) Probability theory and mathematical Statistics VSP/TEV, vol 1, pp 611–617
Zurück zum Zitat Klebanov LB, Kozubowski TJ, Rachev ST, Volkovich VE (2001) Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis. Statist Prob Lett 53:241–247MathSciNetMATHCrossRef Klebanov LB, Kozubowski TJ, Rachev ST, Volkovich VE (2001) Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis. Statist Prob Lett 53:241–247MathSciNetMATHCrossRef
Zurück zum Zitat Koldobskii L (1982) Isometric operators in vector-valued \({L}^{p}\)-spaces. Zap Nauchn Sem Leningrad Otdel Mat Inst Steklov 107:198–203MathSciNet Koldobskii L (1982) Isometric operators in vector-valued \({L}^{p}\)-spaces. Zap Nauchn Sem Leningrad Otdel Mat Inst Steklov 107:198–203MathSciNet
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Zurück zum Zitat Plotkin AI (1971) Extensions of \({L}^{p}\) isometries. Zap Nauchn Sem Leningrad Otdel Mat Inst Steklov (in Russian) 22:103–129MathSciNetMATH Plotkin AI (1971) Extensions of \({L}^{p}\) isometries. Zap Nauchn Sem Leningrad Otdel Mat Inst Steklov (in Russian) 22:103–129MathSciNetMATH
Zurück zum Zitat Rudin W (1976) \({L}^{p}\) isometries and equimeasurability. Indiana Univ Math J 25(3):215–228 Rudin W (1976) \({L}^{p}\) isometries and equimeasurability. Indiana Univ Math J 25(3):215–228
Zurück zum Zitat Sriperumbudur BA, Fukumizu GK, Schölkopf B (2010) Hilbert space embeddings and metrics on probability measures. J Mach Learn Res 11:1517–1561MathSciNetMATH Sriperumbudur BA, Fukumizu GK, Schölkopf B (2010) Hilbert space embeddings and metrics on probability measures. J Mach Learn Res 11:1517–1561MathSciNetMATH
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Metadaten
Titel
Negative Definite Kernels and Metrics: Recovering Measures from Potentials
verfasst von
Svetlozar T. Rachev
Lev B. Klebanov
Stoyan V. Stoyanov
Frank J. Fabozzi
Copyright-Jahr
2013
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4614-4869-3_22