平环上布朗运动和布朗交织的Wasserstein渐近性

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

摘要

我们研究了d维平面上的平稳布朗运动的占用度量的最优运输成本趋向均匀分布的大时间行为,其中运输单位质量的成本由平面距离的幂给出。我们建立了一个全局上界,即关于Rd上布朗插值的占用测度的模拟问题的极限。我们推测我们的边界是尖锐的,并且我们的技术可以允许对更大种类的问题进行类似的研究,例如加权黎曼流形上的一般扩散过程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Wasserstein asymptotics for Brownian motion on the flat torus and Brownian interlacements
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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