Wasserstein convergence rate for empirical measures on noncompact manifolds

DOI10.1016/J.SPA.2021.11.006MaRDI QIDQ2066968zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 17 January 2022

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.14667

zbMATH Keywords

diffusion processempirical measureRiemannian manifoldWasserstein distance

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Convergence of probability measures (60B10) Diffusion processes (60J60)

Abstract: Let $X_t$ be the (reflecting) diffusion process generated by $L:=Delta+ablaV$ on a complete connected Riemannian manifold $M$ possibly with a boundary $partialM$, where $Vin{C}^1(M)$ such that $mu(dx):=e^{V(x)}dx$ is a probability measure. We estimate the convergence rate for the empirical measure $$ under the Wasserstein distance. As a typical example, when $M=mathbb{R}^d$ and $V(x)=c_1-c_2|x{|}^p$ for some constants $c_{1}inmathbbR,c_2>0$ and $p>1$, the explicit upper and lower bounds are present for the convergence rate, which are of sharp order when either $d<frac4(p-1)p$ or $dge4$ and $poinfty$.

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Cited in

(24)

• Precise limit in Wasserstein distance for conditional empirical measures of Dirichlet diffusion processes
• Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus
• Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients
• A Rademacher-type theorem on \(L^2\)-Wasserstein spaces over closed Riemannian manifolds
• Sharp asymptotic and finite-sample rates of convergence of empirical measures in Wasserstein distance
• Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds
• Convergence in Wasserstein distance for empirical measures of Dirichlet diffusion processes on manifolds
• Wasserstein convergence for empirical measures of subordinated diffusions on Riemannian manifolds
• Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction
• Convergence in Wasserstein distance for empirical measures of semilinear SPDEs
• Empirical measures and random walks on compact spaces in the quadratic Wasserstein metric
• Wasserstein convergence rates for empirical measures of subordinated processes on noncompact manifolds
• Wasserstein convergence rates of increasingly concentrating probability measures
• Asymptotic behavior of Wasserstein distance for weighted empirical measures of diffusion processes on compact Riemannian manifolds
• Sharp L^q-convergence rate in p-Wasserstein distance for empirical measures of diffusion processes
• On the long-term behavior for sub-stationary Markov processes
• Wasserstein asymptotics for empirical measures of diffusions on four dimensional closed manifolds
• Wasserstein convergence rate for empirical measures of Markov processes
• Precise limits in statistical distances for conditional distributions and conditional empirical measures of diffusion processes
• Empirical approximation to invariant measures of non-degenerate McKean-Vlasov dynamics
• Asymptotics of Kantorovich distance for empirical measures of the Laguerre model
• Wasserstein asymptotics for Brownian motion on the flat torus and Brownian interlacements
• Convergence in Wasserstein distance for empirical measures of non-symmetric subordinated diffusion processes
• Asymptotics in Wasserstein distance for empirical measures of Markov processes

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