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This question was posted previously but has not attracted any responses so I am repharising it in a slightly different language hoping to reach a wider community Let $(X,d)$ be a pointed metric space ...

Let $\mathcal{P}(\mathbb{R}^n)$ be the set of Borel probability measures on the Euclidean space $\mathbb{R}^n$ and consider thereof consisting of all probability measures $\mathbb{P}$ satisfying $\int\...