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On proximity of the spectral functions of homogeneous isotropic fields. (English. Russian original) Zbl 0836.60057

Theory Probab. Math. Stat. 46, 117-119 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 120-124 (1992).
Summary: A connection is established between the mean probability metric and the Lévy-Prokhorov metric for measures defined on \(\mathbb{R}^n\). Estimates are obtained of the closeness in different metrics of the spectral functions of homogeneous isotropic fields when their correlation functions are the same on an interval.

MSC:

60G60 Random fields
60E99 Distribution theory
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