Wasserstein Asymptotics for the Empirical Measure of Fractional Brownian Motion on a Flat Torus

DOI10.1016/j.spa.2022.09.008zbMath1508.60050arXiv2205.01025MaRDI QIDQ6398064

Martin Huesmann, Francesco Mattesini, Dario Trevisan

Publication date: 2 May 2022

Mathematics Subject Classification ID

60B05: Probability measures on topological spaces

60G22: Fractional processes, including fractional Brownian motion

60B10: Convergence of probability measures

49Q22: Optimal transportation