Wasserstein Convergence Rates for Empirical Measures of Subordinated Processes on Noncompact Manifolds

被引:3
作者
Li, Huaiqian [1 ]
Wu, Bingyao [1 ]
机构
[1] Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China
基金
中国国家自然科学基金;
关键词
Empirical measure; Subordinated process; Wasserstein distance; Heat flow; Riemannian manifold; METRIC MEASURE-SPACES; FUNCTIONAL INEQUALITIES; BOUNDS;
D O I
10.1007/s10959-022-01196-8
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The asymptotic behavior of empirical measures has been studied extensively. In this paper, we consider empirical measures of given subordinated processes on complete (not necessarily compact) and connected Riemannian manifolds with possibly nonempty boundary. We obtain rates of convergence for empirical measures to the invariant measure of the subordinated process under the Wasserstein distance. The results, established for more general subordinated processes than (arXiv:2107.11568), generalize the recent ones in Wang (Stoch Process Appl 144:271-287, 2022) and are shown to be sharp by a typical example. The proof is motivated by the aforementioned works.
引用
收藏
页码:1243 / 1268
页数:26
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