Convergence in Wasserstein distance for empirical measures of Dirichlet diffusion processes on manifolds (Q6057875): Difference between revisions

Summary: Let \(M\) be a \(d\)-dimensional connected compact Riemannian manifold with boundary \(\partial M\), let \(V\in C^2(M)\) be such that \(\mu({\mathrm d} x):={\mathrm e}^{V(x)}\,{\mathrm d} x\) is a probability measure, and let \(X_t\) be the diffusion process generated by \(L:=\Delta+\nabla V\) with \(\tau:=\inf\{t\ge 0: X_t\in\partial M\}\). Consider the empirical measure \(\mu_t:=\frac 1 t \int_0^t \delta_{X_s}\,{\mathrm d} s\) under the condition \(t < \tau\) for the diffusion process. If \(d\le 3\), then for any initial distribution not fully supported on \(\partial M\), \[ \begin{aligned} c\sum_{m=1}^\infty \frac{2}{(\lambda_m-\lambda_0)^2} &\le \liminf_{t\to \infty} \inf_{T\ge t} t {\mathbb{E}}[\mathbb{W}_2(\mu_t, \mu_0)^2 |T< \tau| \\ &\leq \limsup_{t\to \infty} \sup_{T\ge t} t {\mathbb{E}}[\mathbb{W}_2(\mu_t, \mu_0)^2 |T< \tau| \leq \sum_{m=1}^\infty \frac{2}{(\lambda_m-\lambda_0)^2} \end{aligned} \] holds for some constant \(c\in (0,1]\) with \(c=1\) when \(\partial M\) is convex, where \(\mu_0:= \phi_0^2\mu\) for the first Dirichet eigenfunction \(\phi_0\) of \(L\), \(\{\lambda_m\}_{m\ge 0}\) are the Dirichlet eigenvalues of \(-L\) listed in increasing order counting multiplicities, and the upper bound is finite if and only if \(d\le 3\). When \(d=4\), \(\sup_{T\ge t} \mathbb{E}[\mathbb{W}_2(\mu_t, \mu_0)^2 |T < \tau|\) decays on the order of \(t^{-1}\log t\), while for \(d\ge 5\) it behaves like \(t^{- 2 /({d-2})}\), as \(t\to\infty \).