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.

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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
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article

Convergence of Measures in the Kantorovich Metric and Approximation of Gaussian Measures

V. I. Bogachev
Siberian Mathematical Journal
Approximation Theory and Sequence Spaces
article

Convergence of Measures in the Kantorovich Metric and Approximation of Gaussian Measures

V. I. Bogachev
article en

Abstract

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.

Siberian Mathematical JournalVol. 67(2)
National Research University Higher School of Economics (RU), Lomonosov Moscow State University (RU), St.Tikhon's Orthodox University (RU)
Reduced inequalities
Openalex Percentile: Top 9%
Approximation Theory and Sequence Spaces
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