报告题目：Wasserstein Convergence Rate for Empirical Measures of Markov Processes

报告时间：2024.05.16   15:00-16:00

报  告 人 ：王凤雨 教授 天津大学

报告地点：武汉大学理学院东北楼四楼报告厅

Abstract：We prove a general result on the convergence rate in Wasserstein distance for empirical measures of Markov processes. In particular, sharp uniform Wasserstein convergence rate is presented for the empirical measures of ergodic Markov processes with common invariant probability measure satisfying certain conditions. As applications, the main result is illustrated by subordinations of some typical models excluded by existing results: stochastic Hamiltonian systems, spherical velocity Langevin processes, multi-dimensional Wright-Fisher type diffusion processes, and stable type jump processes.