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Vector fields against a sequence of measures converge to a field against a limit measure along couplings whose cost tends to zero: strongly when their discrepancy along the couplings tends to zero, weakly when their cross pairing with every fixed field against the limit tends to the inner product.
1. (Couplings of vanishing cost) A sequence (πn)n∈N with πn∈Π(νn,ν) for every n∈N is a sequence of couplings of vanishing cost from (νn)n∈N to ν if limn→∞I(πn)=0.
2. (Strong convergence along couplings) Let (πn)n∈N be a sequence of couplings of vanishing cost from (νn)n∈N to ν, let qn∈L2(νn;Rd) for every n∈N, and let q∈L2(ν;Rd). The sequence (qn)n∈Nconverges strongly to q along (πn)n∈N if
n→∞lim∫Rd+d∥qn(x)−q(y)∥2πn(dz)=0.
3. (Weak convergence along couplings) With (πn)n∈N, (qn)n∈N and q as in clause 2, the sequence (qn)n∈Nconverges weakly to q along (πn)n∈N if
n→∞limK(qn,η,πn)=⟨q,η⟩νfor every η∈L2(ν;Rd).
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