Bounded-Lipschitz metric (source code)

= Bounded-Lipschitz metric
{title2=$\beta(\mu,\nu)=\sup_{\|h\|_\infty+\operatorname{Lip}(h)\le1}|\mu(h)-\nu(h)|$}

The bounded-Lipschitz <metric> tests <probability measures> against a uniformly bounded Lipschitz class. It metrizes <weak convergence of probability measures> on separable <metric> spaces. With a complete compatible base <metric>, it is complete on the <probability measures> of a <Polish space>. Replacing the sum norm by the maximum norm changes the <metric> only by uniform constant factors.