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

DOI10.1016/J.SPA.2022.09.008OpenAlexW4297106251MaRDI QIDQ2105064FDOQ2105064

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)

Recommendations

• Hausdorff measure of trajectories of multiparameter fractional Brownian motion
• Fractional Brownian motions and the Lévy Laplacian
• Wasserstein convergence for empirical measures of subordinated diffusions on Riemannian manifolds
• Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds
• Hausdorff-type measures of the sample paths of fractional Brownian motion
• scientific article; zbMATH DE number 38171
• On convex hull of \(d\)-dimensional fractional Brownian motion
• Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus

Cites Work

• scientific article; zbMATH DE number 2152346 (Why is no real title available?)
• A PDE approach to a 2-dimensional matching problem
• A Wasserstein inequality and minimal Green energy on compact manifolds
• A measure concentration inequality for contracting Markov chains
• A simple Fourier analytic proof of the AKT optimal matching theorem
• Berry-Esseen smoothing inequality for the Wasserstein metric on compact Lie groups
• Convergence of asymptotic costs for random Euclidean matching problems
• Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
• Cover times for Brownian motion and random walks in two dimensions
• Equidistribution of random walks on compact groups. II: The Wasserstein metric
• Foundations of quantization for probability distributions
• Fractional Brownian motion: theory and applications
• New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations
• On optimal matching of Gaussian samples. III
• On optimal matchings
• On spectral simulation of fractional Brownian motion
• On the rate of convergence in Wasserstein distance of the empirical measure
• Optimal Transport
• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• Precise limit in Wasserstein distance for conditional empirical measures of Dirichlet diffusion processes
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Rate of convergence to the Circular Law via smoothing inequalities for log-potentials
• Scaling and non-standard matching theorems
• Selected aspects of fractional Brownian motion.
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Wasserstein convergence rate for empirical measures on noncompact manifolds
• Wasserstein distance, Fourier series and applications

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
• Optimal transport methods for combinatorial optimization over two random point sets
• Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus

This page was built for publication: Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2105064)