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

DOI10.1007/s00440-014-0583-7zbMath1325.60042arXiv1312.2128WikidataQ105583459 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

60E15: Inequalities; stochastic orderings

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F10: Large deviations

60F25: (L^p)-limit theorems

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