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Approximation by finitely supported measures

Published online by Cambridge University Press:  13 April 2011

Benoît Kloeckner*
Affiliation:
Institut Fourier, Université Joseph Fourier, BP 53, 38041 Grenoble, France. Benoit.Kloeckner@ujf-grenoble.fr

Abstract

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We consider the problem of approximating a probability measure defined on a metric spaceby a measure supported on a finite number of points. More specifically we seek theasymptotic behavior of the minimal Wasserstein distance to an approximation when thenumber of points goes to infinity. The main result gives an equivalent when the space is aRiemannian manifold and the approximated measure is absolutely continuous and compactlysupported.

Information

Type
Research Article
Copyright
© EDP Sciences, SMAI, 2011