Skip to main content
2 of 2
edited tags
Akira
  • 825
  • 2
  • 9
  • 16

Lipschitz approximation of a probability measure with finite $1$-st moment by the ones with finite $p$-th moment

For $p \in [1, \infty)$, let $\mathcal P_p (\mathbb{R^d})$ be the space of Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. We endow $\mathcal P_p (\mathbb{R^d})$ with the Wasserstein metric $W_p$. Now we fix $p \in (1, \infty)$.

Are there Lipschitz maps $I_p^n : \mathcal P_1 (\mathbb{R^d}) \to \mathcal P_p (\mathbb{R^d})$ for $n \in \mathbb N$ such that $\lim_{n \to \infty} W_1(\mu, I^n_p (\mu))=0$ for all $\mu \in \mathcal P_1 (\mathbb{R^d})$?

Thank you so much for your elaboration!

Akira
  • 825
  • 2
  • 9
  • 16