Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process
Publication:6100164
DOI10.1214/22-aihp1288arXiv2201.00422MaRDI QIDQ6100164
Jani Lukkarinen, Gerardo Barrera
Publication date: 21 June 2023
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.00422
Brownian motiondecouplingtelegraph processWasserstein distancesynchronous couplingrandom evolutionscoin-flip couplingfree velocity flip modelKomlós-Major-Tusnády coupling
Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Special processes (60K99) Other physical applications of random processes (60K40) Jump processes on general state spaces (60J76)
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