Wasserstein Convergence for Empirical Measures of Subordinated Fractional Brownian Motions on the Flat Torus

arXiv2305.01228MaRDI QIDQ6434992FDOQ6434992

Huai-Qian Li, Bing Yao Wu

Publication date: 2 May 2023

Abstract: We estimate rates of convergence for empirical measures associated with the subordinated fractional Brownian motion to the uniform distribution on the flat torus under the Wasserstein distance $mathbb{W}_p$ for all $pgeq1$. In particular, our results coincides with recent ones on the diffusion process and the fractional Brownian motion. As an application, we provide similar results for time-discretized subordinated fractional Brownian motions.

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