Precise Limit in Wasserstein Distance for Conditional Empirical Measures of Dirichlet Diffusion Processes
Probability
2021-02-09 v3
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 conditional empirical measure for the diffusion process with initial distribution such that . Then where for a measure and , , is the eigenbasis of in with the Dirichlet boundary, are the corresponding Dirichlet eigenvalues, and is the -Wasserstein distance induced by the Riemannian metric.
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