Wasserstein convergence for empirical measures of subordinated diffusions on Riemannian manifolds

DOI10.1007/S11118-022-09989-6MaRDI QIDQ6072409zbMATH OpenOpenAlexWikidataFDO

Authors Feng-Yu Wang, Bing Yao Wu

Publication date 13 October 2023

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.11568, https://cronfa.swan.ac.uk/Record/cronfa59422

zbMATH Keywords

eigenvaluesWasserstein distanceRiemannian manifoldempirical measuresubordinated diffusion process

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: Let $M$ be a connected compact Riemannian manifold possibly with a boundary, let $Vin{C}^2(M)$ such that $mu(dx):=e^{V(x)}dx$ is a probability measure, where $dx$ is the volume measure, and let $L=Delta+ablaV$. The exact convergence rate in Wasserstein distance is derived for empirical measures of subordinations for the (reflecting) diffusion process generated by $L$.

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Cited in

(11)

• Generalized Wasserstein distance and weak convergence of sublinear expectations
• Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus
• Wasserstein convergence rates for empirical measures of subordinated processes on noncompact manifolds
• A Rademacher-type theorem on \(L^2\)-Wasserstein spaces over closed Riemannian manifolds
• Wasserstein convergence rate for empirical measures on noncompact manifolds
• Convergence in Wasserstein distance for empirical measures of Dirichlet diffusion processes on manifolds
• Wasserstein Convergence for Conditional Empirical Measures of Subordinated Dirichlet Diffusions on Riemannian Manifolds
• Annealed quantitative estimates for the quadratic 2D-discrete random matching problem
• Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds
• Asymptotic behavior of Wasserstein distance for weighted empirical measures of diffusion processes on compact Riemannian manifolds
• Wasserstein metric and subordination

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