{nα}随机子序列经验测量的瓦瑟斯坦收敛率

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY Stochastic Processes and their Applications Pub Date : 2024-11-23 DOI:10.1016/j.spa.2024.104534
Bingyao Wu , Jie-Xiang Zhu
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引用次数: 0

摘要

设一个无理数 α,设 X1,X2,...为独立、同分布、整数值随机变量,其特征函数为 φ,设 Sn=∑i=1nXi 为偏和。考虑环上的随机漫步 {Snα}n≥1,其中 {⋅} 表示分数部分。我们研究了在一般 p-Wasserstein 距离下这种随机漫步到均匀分布的经验度量的长期渐近行为。我们的结果表明,瓦瑟斯坦收敛率取决于 α 的 Diophantine 特性和原点处特征函数 φ 的 Hölder 连续性,而且会出现一个有趣的临界现象。证明基于 L. Ambrosio、F. Stra 和 D. Trevisan 在 Ambrosio 等人 (2019) 中提出的 PDE 方法以及无理数 α 的续分表示。
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Wasserstein convergence rates for empirical measures of random subsequence of {nα}
Fix an irrational number α. Let X1,X2, be independent, identically distributed, integer-valued random variables with characteristic function φ, and let Sn=i=1nXi be the partial sums. Consider the random walk {Snα}n1 on the torus, where {} denotes the fractional part. We study the long time asymptotic behavior of the empirical measure of this random walk to the uniform distribution under the general p-Wasserstein distance. Our results show that the Wasserstein convergence rate depends on the Diophantine properties of α and the Hölder continuity of the characteristic function φ at the origin, and there is an interesting critical phenomenon that will occur. The proof is based on the PDE approach developed by L. Ambrosio, F. Stra and D. Trevisan in Ambrosio et al. (2019) and the continued fraction representation of the irrational number α.
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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
期刊最新文献
Editorial Board Rate of escape of the conditioned two-dimensional simple random walk Wasserstein convergence rates for empirical measures of random subsequence of {nα} Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation Correlation structure and resonant pairs for arithmetic random waves
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