On the rate of convergence in Wasserstein distance of the empirical measure (Q495556): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60F25 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60K35 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6481966 / rank | |||
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| Property / zbMATH Keywords | |||
empirical measure | |||
| Property / zbMATH Keywords: empirical measure / rank | |||
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Wasserstein distance | |||
| Property / zbMATH Keywords: Wasserstein distance / rank | |||
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rate of convergence | |||
| Property / zbMATH Keywords: rate of convergence / rank | |||
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\(L^p\)-bounds | |||
| Property / zbMATH Keywords: \(L^p\)-bounds / rank | |||
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concentration inequalities | |||
| Property / zbMATH Keywords: concentration inequalities / rank | |||
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Markov chains | |||
| Property / zbMATH Keywords: Markov chains / rank | |||
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\(\rho\)-mixing sequences | |||
| Property / zbMATH Keywords: \(\rho\)-mixing sequences / rank | |||
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McKean-Vlasov particle system | |||
| Property / zbMATH Keywords: McKean-Vlasov particle system / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W2963134136 / rank | |||
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| Property / arXiv ID: 1312.2128 / rank | |||
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| Property / Wikidata QID: Q105583459 / rank | |||
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Revision as of 03:39, 4 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of convergence in Wasserstein distance of the empirical measure |
scientific article |
Statements
On the rate of convergence in Wasserstein distance of the empirical measure (English)
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14 September 2015
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empirical measure
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Wasserstein distance
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rate of convergence
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\(L^p\)-bounds
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concentration inequalities
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Markov chains
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\(\rho\)-mixing sequences
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McKean-Vlasov particle system
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