The Empirical Measure of a Configuration of N Particles
definitionAnalysisProbabilitydef:empirical-measure-euclidean-2026aThe empirical measure of a configuration of N particles in Euclidean space is the one-particle marginal of the Dirac measure at the configuration, that is, the uniform average of the Dirac measures at the particles.
In the setting of Wasserstein Spaces, Random Vectors, Vector Fields and Symmetric Matrices in Every Dimension: Standing Notation, whose probability space is not used, let .
(Empirical measure)¶ For the empirical measure of is
the one-particle marginal of the Dirac measure .
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