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The Methods of Distances in the Theory of Probability and Statistics

Frank Fabozzi , Lev Klebanov , Svetlozar T. Rachev , Stoyan V. Stoyanov

This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of...