Commit 2024-10-07 09:08 cbe02ad0
View on Github →feat: in separable Borel spaces, convergence in distribution is metrizable (not just pseudometrizable) (#15478) In earlier PRs it was shown that the Lévy-Prokhorov distance pseudometrizes the convergence in distribution (i.e. weak convergence of probability measures) on separable pseudometric spaces. This PR strengthens the conclusion: the LP distance on probability measures on Borel spaces is a metric (not just a pseudometric), and therefore in separable Borel spaces, convergence in distribution is metrizable (not just pseudometrizable).