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Wasserstein Convergence for Empirical Measures of Subordinated Diffusions on Riemannian Manifolds

Probability 2021-07-27 v1

Abstract

Let MM be a connected compact Riemannian manifold possibly with a boundary, let VC2(M)V\in C^2(M) such that μ(\dx):=\eV(x)\dx\mu(\d x):=\e^{V(x)}\d x is a probability measure, where \dx\d x is the volume measure, and let L=Δ+VL=\Delta+\nabla V. The exact convergence rate in Wasserstein distance is derived for empirical measures of subordinations for the (reflecting) diffusion process generated by LL.

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Cite

@article{arxiv.2107.11568,
  title  = {Wasserstein Convergence for Empirical Measures of Subordinated Diffusions on Riemannian Manifolds},
  author = {Feng-Yu Wang and Bingyao Wu},
  journal= {arXiv preprint arXiv:2107.11568},
  year   = {2021}
}

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26 pages