Convergence of Measures in the Kantorovich Metric and Approximation of Gaussian Measures
We prove two results on approximation of Borel measures in the Kantorovich metric. The first result provides the rate of convergence in this metric of normalized surface measures on $ n $ -dimensional spheres to the standard Gaussian measure on the countable power of the real line, restricted to an arbitrary continuously embedded separable Banach space of full measure. The second result, for an arbitrary weakly convergent sequence of probability Borel measures on a separable Fréchet space, gives a sufficient condition for convergence in the Kantorovich metric generated by the norm of a compactly embedded separable Banach space.
Authors
- V. I. Bogachev
Institutions
- National Research University Higher School of Economics (RU)
- Lomonosov Moscow State University (RU)
- St.Tikhon's Orthodox University (RU)
Publication Details
- Journal
- Siberian Mathematical Journal
- Published
- 2026-03-01
- DOI
- https://doi.org/10.1134/s0037446626020023
- Primary Topic
- Approximation Theory and Sequence Spaces
- Type
- article
- Field-Weighted Citation Impact
- 0.00