Best finite constrained approximations of one-dimensional probabilities (Q2418017)

This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the \(L^r\)-Kantorovich (or transport) distance, where either the locations or the weights of the approximations atoms are prescribed. Necessary and sufficient optimality conditions are established and the rate of convergence (as the number of atoms goes to infinity) is discussed. Special attention is given to the case of best uniform approximations.