Approximation by finitely supported measures
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Abstract: Given a compactly supported probability measure on a Riemannian manifold, we study the asymptotic speed at which it can be approximated (in Wasserstein distance of any exponent p) by finitely supported measure. This question has been studied under the names of ``quantization of distributions and, when p=1, ``location problem. When p=2, it is linked with Centroidal Voronoi Tessellations.
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- Asymptotics in Wasserstein distance for empirical measures of Markov processes
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