On the Hellinger type distances for filtered experiments |
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| Authors: | K. Dzhaparidze E. Valkeila |
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| Affiliation: | (1) Center for Mathematics and Computer Science, P.O. Box 4079, NL-1009 AB Amsterdam, The Netherlands;(2) Computing Centre, University of Helsinki, Teollisuuskatu 23, SF-00510 Helsinki, Finland |
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| Abstract: | Summary We study the Hellinger type distances on a filtered space. Herep 2 is an arbitrary number andPT and are two probability measures stopped at a random timeT. We give lower and upper bounds for in predictable terms. |
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