Wasserstein asymptotics for Brownian motion on the flat torus and Brownian interlacements

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY
Mauro Mariani , Dario Trevisan
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引用次数: 0

Abstract

We study the large time behaviour of the optimal transportation cost towards the uniform distribution, for the occupation measure of a stationary Brownian motion on the flat torus in d dimensions, where the cost of transporting a unit of mass is given by a power of the flat distance. We establish a global upper bound, in terms of the limit for the analogue problem concerning the occupation measure of the Brownian interlacement on Rd. We conjecture that our bound is sharp and that our techniques may allow for similar studies on a larger variety of problems, e.g. general diffusion processes on weighted Riemannian manifolds.
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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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