Notes for "Kullback-Leibler approximation for probability measures on infinite dimensional spaces"
ArticleInformation:F.J.Pinski,G.Simpson,A.M.Stuart,andH.Weber,SIAMJournalofMathematicalAnalysis,47(6),4091-4122ProofofCorollary2.2:Sinceforsomeprobabilitymeasure,weknowthatthereexistsasequencesuchthat