Wasserstein Convergence for Empirical Measures of Subordinated Dirichlet Diffusions on Riemannian Manifolds

preprint2022arXivOpen access

Abstract

We investigate long-time behaviors of empirical measures associated with subordinated Dirichlet diffusion processes on a compact Riemannian manifold MM with boundary ∂M\partial M to some reference measure, under the quadratic Wasserstein distance. For any initial distribution not concentrated on ∂M\partial M, we obtain the rate of convergence and even the precise limit for the conditional expectation of the quadratic Wasserstein distance conditioned on the process killed upon exiting M∖∂MM\setminus\partial M. In particular, the results coincide with the recent ones proved by F.-Y. Wang in \cite{eW2} for Dirichlet diffusion processes.

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