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

Abstract

We investigate long-time behaviors of empirical measures associated with subordinated Dirichlet diffusion processes on a compact Riemannian manifold $M$ with boundary $\partial M$ to some reference measure, under the quadratic Wasserstein distance. For any initial distribution not concentrated on $\partial M$, 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 $M\setminus \partial M$. 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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