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math.PR2025
Asymptotics in Wasserstein Distance for Empirical Measures of Markov Processes
Feng-Yu Wang
In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact man…
math.PR2024
Wasserstein Convergence Rate for Empirical Measures of Markov Processes
Feng-Yu Wang
The convergence rate in Wasserstein distance is estimated for empirical measures of ergodic Markov processes, and the estimate can be sharp in some specific situations. The main re…