Lévy metric
= Lévy metric
{wiki=Lévy_metric}
The Lévy metric is a way of measuring the distance between two probability measures, particularly in the context of probability theory and stochastic processes. It is particularly useful when dealing with Lévy processes, which are a broad class of processes that include Brownian motion and Poisson processes. The Lévy metric is defined in terms of the characteristic functions of the probability measures.