On the geometry of weak convergence without total variation convergence

Abstract

We study some geometric consequences of the discrepancy between weak and total variation convergence of probability measures. We consider a sequence of probability measures on $\mathbb R^d$, admitting densities with respect to the Lebesgue measure, that converge weakly to a limiting measure but stay bounded away from it in total variation distance. We show that the sets on which the sequence passes from below to above the limiting density must grow unboundedly in perimeter, as measured by the $(d-1)$-dimensional Hausdorff measure. Moreover, this growth persists within a fixed compact set, so that it must reflect an increase in the geometric complexity of these sets rather than only an unbounded expansion in ambient space. We further provide a sufficient condition under which the number of connected components of the sets diverges, recovering a behavior that is closely reminiscent of the one-dimensional case, in which the number of oscillations of the sequence of densities around the limit grows without bound. We also show that this condition cannot be dispensed with in general, by means of an explicit sequence of measures in the plane whose passing sets remain connected in a single component at every stage while growing in length and complexity. Another sequence, built from cosine oscillations, illustrates the complementary behavior, in which the number of components diverges.