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Jun 22, 2021 at 14:24 comment added Xiaosheng Mu Thanks Martin. I came to this argument later yesterday as well, but was wondering whether the result still holds without the extra condition limiting the mass near zero
Jun 22, 2021 at 12:56 comment added Martin Hairer @MattF. I don't think so since I only exploit $a\to 0$ and $a \to \infty$. The standard counterexamples would probably fail at finite $a$ and I suspect that the "real" answer is yes unconditionally.
Jun 22, 2021 at 12:49 comment added user44143 Does this argument also imply a counterexample when the bounds do not hold, as with the lognormal distribution (mathoverflow.net/a/3553/44143)?
Jun 22, 2021 at 11:20 history answered Martin Hairer CC BY-SA 4.0