Approximation by finitely supported measures

@article{Kloeckner2012ApproximationBF,
  title={Approximation by finitely supported measures},
  author={Beno{\^i}t R. Kloeckner},
  journal={ESAIM: Control, Optimisation and Calculus of Variations},
  year={2012},
  volume={18},
  pages={343-359}
}
  • Benoît R. Kloeckner
  • Published 4 March 2010
  • Mathematics
  • ESAIM: Control, Optimisation and Calculus of Variations
We consider the problem of approximating a probability measure defined on a metric space by a measure supported on a finite number of points. More specifically we seek the asymptotic behavior of the minimal Wasserstein distance to an approximation when the number of points goes to infinity. The main result gives an equivalent when the space is a Riemannian manifold and the approximated measure is absolutely continuous and compactly supported. 

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