Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus

DOI10.1016/J.SPA.2022.09.008MaRDI QIDQ2105064OpenAlexFDO

Authors Martin Huesmann, Francesco Mattesini, Dario Trevisan

Publication date 8 December 2022

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

Full work available at URL https://arxiv.org/abs/2205.01025

zbMATH Keywords

optimal transportfractional Brownian motionempirical measure

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Optimal transportation (49Q22) Probability measures on topological spaces (60B05) Fractional processes, including fractional Brownian motion (60G22)

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Cited in

(5)

• The Wasserstein distance to the circular law
• Wasserstein Asymptotics for the Empirical Measure of Fractional Brownian Motion on a Flat Torus
• Annealed quantitative estimates for the quadratic 2D-discrete random matching problem
• Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus
• Optimal transport methods for combinatorial optimization over two random point sets

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