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