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Precise Limit in Wasserstein Distance for Conditional Empirical Measures of Dirichlet Diffusion Processes

Probability 2021-02-09 v3

Abstract

Let MM be a dd-dimensional connected compact Riemannian manifold with boundary M\partial M, let VC2(M)V\in C^2(M) such that μ(dx):=eV(x)dx\mu(dx):=e^{V(x)} d x is a probability measure, and let XtX_t be the diffusion process generated by L:=Δ+VL:=\Delta+\nabla V with τ:=inf{t0:XtM}\tau:=\inf\{t\ge 0: X_t\in\partial M\}. Consider the conditional empirical measure μtν:=Eν(1t0tδXsdst<τ)\mu_t^\nu:= \mathbb E^\nu\big(\frac 1 t \int_0^t \delta_{X_s}d s\big|t<\tau\big) for the diffusion process with initial distribution ν\nu such that ν(M)<1\nu(\partial M)<1. Then limt{tW2(μtν,μ0)}2=1{μ(ϕ0)ν(ϕ0)}2m=1{ν(ϕ0)μ(ϕm)+μ(ϕ0)ν(ϕm)}2(λmλ0)3,\lim_{t\to\infty} \big\{t\mathbb W_2(\mu_t^\nu,\mu_0)\big\}^2 = \frac 1 {\{\mu(\phi_0)\nu(\phi_0)\}^2} \sum_{m=1}^\infty \frac{\{\nu(\phi_0)\mu(\phi_m)+ \mu(\phi_0) \nu(\phi_m)\}^2}{(\lambda_m-\lambda_0)^3}, where ν(f):=Mfdν\nu(f):=\int_Mf {d} \nu for a measure ν\nu and fL1(ν)f\in L^1(\nu), μ0:=ϕ02μ\mu_0:=\phi_0^2\mu, {ϕm}m0\{\phi_m\}_{m\ge 0} is the eigenbasis of L-L in L2(μ)L^2(\mu) with the Dirichlet boundary, {λm}m0\{\lambda_m\}_{m\ge 0} are the corresponding Dirichlet eigenvalues, and W2\mathbb W_2 is the L2L^2-Wasserstein distance induced by the Riemannian metric.

Keywords

Cite

@article{arxiv.2004.07537,
  title  = {Precise Limit in Wasserstein Distance for Conditional Empirical Measures of Dirichlet Diffusion Processes},
  author = {Feng-Yu Wang},
  journal= {arXiv preprint arXiv:2004.07537},
  year   = {2021}
}

Comments

20 pages

R2 v1 2026-06-23T14:53:27.329Z