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Feb 6 at 3:08 comment added Nate Eldredge In order to get the limiting measure $\nu$ to have finite second moment, the natural sufficient condition would be for the measures $T_n\# \mu$ to have uniformly bounded second moments.
Feb 6 at 3:07 comment added Nate Eldredge In particular, if $\mu$ is atpmless then $T_n\# \mu$ can be any probability measure whatsoever. So yeah, assuming the measures are of the form $T_n\# \mu$ is no restriction at all.
Feb 6 at 1:05 review Close votes
Feb 20 at 3:05
Feb 6 at 0:44 comment added Christian Remling The maps $T_n$ aren't really doing anything, you can just focus on the $\nu_n=T_{n*}\mu\to\nu$, and of course $\nu$ need not have finite second moment even if the $\nu_n$'s do. For example, take $\nu=c\sum 1/k^2\delta_k$ and $\nu_n$ as a cut off version of this.
Feb 6 at 0:28 history edited Dongwei CC BY-SA 4.0
added 32 characters in body; edited title
Feb 6 at 0:20 history asked Dongwei CC BY-SA 4.0