Mean rates of convergence of empirical measures in the Wasserstein metric
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Publication:1891042
DOI10.1016/0377-0427(94)90033-7zbMath0819.60031MaRDI QIDQ1891042
Rajeeva L. Karandikar, Joseph Horowitz
Publication date: 21 August 1995
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-0427(94)90033-7
rate of convergence; diffusions; propagation of chaos; empirical measure; diffusions with jumps; mean square Wasserstein distance
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60F10: Large deviations
60G09: Exchangeability for stochastic processes
Cites Work