R. L. Schilling

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math.PR2025

Convergence rates for the $p$ -Wasserstein distance of the empirical measures of an ergodic Markov process

René L. Schilling, Jian Wang, Bingyao Wu +1

Let $X := (X_{t})_{t \geq 0}$ be an ergodic Markov process on $ℜ^{d}$ , and $p > 0$ . We derive upper bounds of the $p$ -Wasserstein distance between the invariant measure and the empirica…

math.PR2025

Exact rate of convergence for the empirical measure of a subordinated process in $p$ -Wasserstein distance

René L. Schilling, Bingyao Wu

We establish exact rates of convergence in the $p$ -Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion…

math.PR2025

Heat kernels, intrinsic contractivity and ergodicity of discrete-time Markov chains killed by potentials

Wojciech Cygan, Kamil Kaleta, René L. Schilling +1

We study discrete-time Markov chains on countably infinite state spaces, which are perturbed by rather general confining (i.e.\ growing at infinity) potentials. Using a discrete-ti…

math.PR2025

Functional limit theorems for a time-changed multidimensional Wiener process

Yuliia Mishura, René L. Schilling

We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process it…

Convergence rates for the p-Wasserstein distance of the empirical measures of an ergodic Markov process

Exact rate of convergence for the empirical measure of a subordinated process in p-Wasserstein distance

Heat kernels, intrinsic contractivity and ergodicity of discrete-time Markov chains killed by potentials

Functional limit theorems for a time-changed multidimensional Wiener process

Convergence rates for the $p$ -Wasserstein distance of the empirical measures of an ergodic Markov process

Exact rate of convergence for the empirical measure of a subordinated process in $p$ -Wasserstein distance