On the rate of convergence in Wasserstein distance of the empirical measure

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DOI10.1007/s00440-014-0583-7zbMath1325.60042arXiv1312.2128OpenAlexW2963134136WikidataQ105583459 ScholiaQ105583459MaRDI QIDQ495556

Nicolas Fournier, Arnaud Guillin

Publication date: 14 September 2015

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.2128

zbMATH Keywords

rate of convergence Markov chains empirical measure Wasserstein distance concentration inequalities \(\rho\)-mixing sequences \(L^p\)-bounds McKean-Vlasov particle system

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) (L^p)-limit theorems (60F25)

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