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The Contraction Method on C([0,1]) and Donsker's ... - Eurandom

The Contraction Method on C([0,1]) and Donsker's ... - Eurandom

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<str<strong>on</strong>g>The</str<strong>on</strong>g> Zolotarev metric <strong>on</strong> C([0, 1])<br />

Let M(C([0, 1])) be the set of probability measures <strong>on</strong> C([0, 1]).<br />

For µ, ν ∈ M(C([0, 1])) <strong>and</strong> s > 0 define the Zolotarev distance of<br />

µ <strong>and</strong> ν by<br />

with L(X ) = µ, L(Y ) = ν<br />

ζs(µ, ν) = sup |E[f (X ) − f (Y )]|,<br />

f ∈Fs<br />

Henning Sulzbach J. W. Goethe-Universität Frankfurt a. M. <str<strong>on</strong>g>The</str<strong>on</strong>g> <str<strong>on</strong>g>C<strong>on</strong>tracti<strong>on</strong></str<strong>on</strong>g> <str<strong>on</strong>g>Method</str<strong>on</strong>g> <strong>on</strong> C([0, 1]) <strong>and</strong> D<strong>on</strong>sker’s <str<strong>on</strong>g>The</str<strong>on</strong>g>orem

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