Convergence in Wasserstein Distance for Empirical Measures of Dirichlet Diffusion Processes on Manifolds
Abstract
Let be a -dimensional connected compact Riemannian manifold with boundary , let such that is a probability measure, and let be the diffusion process generated by with . Consider the empirical measure under the condition for the diffusion process. If , then for any initial distribution not fully supported on , \begin{align*} &c\sum_{m=1}^\infty \frac{2}{(\lambda_m-\lambda_0)^2} \le \liminf_{t\to \infty} \inf_{T\ge t} \Big\{t {\mathbb E}\big[\mathbb W_2(\mu_t, \mu_0)^2\big|T<\tau\big]\Big\} \\ &\le \limsup_{t\to \infty} \sup_{T\ge t} \Big\{ t \mathbb E\big[\mathbb W_2(\mu_t, \mu_0)^2\big|T<\tau\big] \Big\}\le \sum_{m=1}^\infty \frac{2}{(\lambda_m-\lambda_0)^2}\end{align*} holds for some constant with when is convex, where for the first Dirichet eigenfunction of , are the Dirichlet eigenvalues of listed in the increasing order counting multiplicities, and the upper bound is finite if and only if . When , decays in the order , while for it behaves like , as .
Keywords
Cite
@article{arxiv.2005.09290,
title = {Convergence in Wasserstein Distance for Empirical Measures of Dirichlet Diffusion Processes on Manifolds},
author = {Feng-Yu Wang},
journal= {arXiv preprint arXiv:2005.09290},
year = {2022}
}
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27 pages