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
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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
- 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
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