Convergence of Cones of Metric Measure Spaces and Its Application to Cauchy Distribution

Abstract We prove that a sequence of cones of metric measure spaces converges if the sequence of the base spaces converges in Gromov’s box, concentration, and weak topologies. As an application, we show that the generalized Cauchy distribution with suitable scaling converges to a half line in the concentration topology as the dimension diverges to infinity. This is a new example distinguished from previously known examples such as Gaussian distributions and typical closed Riemannian manifolds with constant Ricci curvature.