Reflection coupling and Wasserstein contractivity without convexity (Q643629)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflection coupling and Wasserstein contractivity without convexity |
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Reflection coupling and Wasserstein contractivity without convexity (English)
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2 November 2011
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For a class of diffusions with constant diffusion coefficients, it is shown that the Wasserstein distance defined in terms of a suitable concave distance measure between the diffusion with two different initial conditions decays at least as fast as a certain exponential. The proof uses ``coupling by reflection''. Examples illustrate that the bound is sharp.
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diffusions
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Wasserstein distance
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contractivity
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coupling by reflection
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