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For a sequence \\((X_i)_{i\\geq 1}\\) of i.i.d. (independent, identically distributed) random variables and a probability measure \\(\\mu\\) on a Polish space \\(S\\), let \\(\\mu_n= (1/n) \\sum^n_{i=1} \\delta_{X_i}\\) denote the associated empirical measure. The authors give a necessary and sufficient condition for the a.s. (almost sure) existence of \\(N\\) such that for all \\(n\\geq N\\) there exists a probability measure \\(\\nu_n\\) which minimizes the relative entropy with respect to \\(\\mu_n\\), under the constraint \\(\\int_S f d\\nu_n= 0\\), where \\(f: S\\to\\mathbb{R}^d\\) is a Borel map (\\(0\\) is the origin of \\(\\mathbb{R}^d\\)). For the obtained necessary and sufficient condition, the article shows that a.s. \\(\\nu_n\\) converges weakly to the generalized solution \\(\\nu\\) of the minimization of the entropy with respect to \\(\\mu\\), under the same 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