Hellinger integral

In mathematics, the Hellinger integral is an integral introduced by Hellinger (1909) that is a special case of the Kolmogorov integral. It is used to define the Hellinger distance in probability theory.

References

• Hellinger, E. (1909), "Neue Begründung der Theorie quadratischer Formen von unendlichvielen Veränderlichen" (in German), Journal für die reine und angewandte Mathematik 136: 210–271, doi:10.1515/crll.1909.136.210, http://resolver.sub.uni-goettingen.de/purl?GDZPPN002166941 
• Hobson, E. W. (1958), The theory of functions of a real variable and the theory of Fourier's series. Vol. I, New York: Dover Publications, pp. XV+736, https://books.google.com/books?id=LCc9AAAAIAAJ 
• Hazewinkel, Michiel, ed. (2001), "Hellinger integral", Encyclopedia of Mathematics, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4, https://www.encyclopediaofmath.org/index.php?title=h/h046900