Paper detail

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

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $μ(dx):=e^{V(x)} d x$ is a probability measure, and let $X_t$ be the diffusion process generated by $L:=Δ+\nabla V$ with $τ:=\inf\{t\ge 0: X_t\in\partial M\}$. Consider the conditional empirical measure $μ_t^ν:= \mathbb E^ν\big(\frac 1 t \int_0^t δ_{X_s}d s\big|t<τ\big)$ for the diffusion process with initial distribution $ν$ such that $ν(\partial M)<1$. Then $$\lim_{t\to\infty} \big\{t\mathbb W_2(μ_t^ν,μ_0)\big\}^2 = \frac 1 {\{μ(ϕ_0)ν(ϕ_0)\}^2} \sum_{m=1}^\infty \frac{\{ν(ϕ_0)μ(ϕ_m)+ μ(ϕ_0) ν(ϕ_m)\}^2}{(λ_m-λ_0)^3},$$ where $ν(f):=\int_Mf {d} ν$ for a measure $ν$ and $f\in L^1(ν)$, $μ_0:=ϕ_0^2μ$, $\{ϕ_m\}_{m\ge 0}$ is the eigenbasis of $-L$ in $L^2(μ)$ with the Dirichlet boundary, $\{λ_m\}_{m\ge 0}$ are the corresponding Dirichlet eigenvalues, and $\mathbb W_2$ is the $L^2$-Wasserstein distance induced by the Riemannian metric.

preprint2021arXivOpen access

Signal facts

What is known right now

Open access1 author1 topic

Next steps

Decide what to do with this paper

Use like or dislike for the fast social read. The more specific scholarly feedback stays available below when needed.

Log in to curate

Reading frame

Keep the important context close to the paper

Keep the important signals around this paper in one place: votes, save state, collection context, reviews and the metadata you need before deciding what to do next.

Institutions

Add specific reaction

Move through the context

Research map

Open full explorer

Move through nearby people, institutions, topics and adjacent work without leaving the paper page.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Structured reviews

0 review(s)

ContributeLeave structured feedbackUse the review template when you have a concrete strength, concern or method question.Open review form

No structured reviews yet. High-signal critique starts here.

Work discussion

0 comment(s)

DiscussAdd a high-signal commentKeep quick notes, caveats and replication pointers separate from formal reviews.Open comment form

No discussion yet. The first strong comment sets the tone.