{"title":"{nα}随机子序列经验测量的瓦瑟斯坦收敛率","authors":"Bingyao Wu , Jie-Xiang Zhu","doi":"10.1016/j.spa.2024.104534","DOIUrl":null,"url":null,"abstract":"<div><div>Fix an irrational number <span><math><mi>α</mi></math></span>. Let <span><math><mrow><msub><mrow><mi>X</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><msub><mrow><mi>X</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>,</mo><mo>…</mo></mrow></math></span> be independent, identically distributed, integer-valued random variables with characteristic function <span><math><mi>φ</mi></math></span>, and let <span><math><mrow><msub><mrow><mi>S</mi></mrow><mrow><mi>n</mi></mrow></msub><mo>=</mo><msubsup><mrow><mo>∑</mo></mrow><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mrow><mi>n</mi></mrow></msubsup><msub><mrow><mi>X</mi></mrow><mrow><mi>i</mi></mrow></msub></mrow></math></span> be the partial sums. Consider the random walk <span><math><msub><mrow><mrow><mo>{</mo><msub><mrow><mi>S</mi></mrow><mrow><mi>n</mi></mrow></msub><mi>α</mi><mo>}</mo></mrow></mrow><mrow><mi>n</mi><mo>≥</mo><mn>1</mn></mrow></msub></math></span> on the torus, where <span><math><mrow><mo>{</mo><mi>⋅</mi><mo>}</mo></mrow></math></span> 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 <span><math><mi>p</mi></math></span>-Wasserstein distance. Our results show that the Wasserstein convergence rate depends on the Diophantine properties of <span><math><mi>α</mi></math></span> and the Hölder continuity of the characteristic function <span><math><mi>φ</mi></math></span> 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 <span><math><mi>α</mi></math></span>.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"181 ","pages":"Article 104534"},"PeriodicalIF":1.1000,"publicationDate":"2024-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Wasserstein convergence rates for empirical measures of random subsequence of {nα}\",\"authors\":\"Bingyao Wu , Jie-Xiang Zhu\",\"doi\":\"10.1016/j.spa.2024.104534\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>Fix an irrational number <span><math><mi>α</mi></math></span>. Let <span><math><mrow><msub><mrow><mi>X</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><msub><mrow><mi>X</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>,</mo><mo>…</mo></mrow></math></span> be independent, identically distributed, integer-valued random variables with characteristic function <span><math><mi>φ</mi></math></span>, and let <span><math><mrow><msub><mrow><mi>S</mi></mrow><mrow><mi>n</mi></mrow></msub><mo>=</mo><msubsup><mrow><mo>∑</mo></mrow><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mrow><mi>n</mi></mrow></msubsup><msub><mrow><mi>X</mi></mrow><mrow><mi>i</mi></mrow></msub></mrow></math></span> be the partial sums. Consider the random walk <span><math><msub><mrow><mrow><mo>{</mo><msub><mrow><mi>S</mi></mrow><mrow><mi>n</mi></mrow></msub><mi>α</mi><mo>}</mo></mrow></mrow><mrow><mi>n</mi><mo>≥</mo><mn>1</mn></mrow></msub></math></span> on the torus, where <span><math><mrow><mo>{</mo><mi>⋅</mi><mo>}</mo></mrow></math></span> 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 <span><math><mi>p</mi></math></span>-Wasserstein distance. Our results show that the Wasserstein convergence rate depends on the Diophantine properties of <span><math><mi>α</mi></math></span> and the Hölder continuity of the characteristic function <span><math><mi>φ</mi></math></span> 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 <span><math><mi>α</mi></math></span>.</div></div>\",\"PeriodicalId\":51160,\"journal\":{\"name\":\"Stochastic Processes and their Applications\",\"volume\":\"181 \",\"pages\":\"Article 104534\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-11-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Processes and their Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0304414924002424\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924002424","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Wasserstein convergence rates for empirical measures of random subsequence of {nα}
Fix an irrational number . Let be independent, identically distributed, integer-valued random variables with characteristic function , and let be the partial sums. Consider the random walk 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 -Wasserstein distance. Our results show that the Wasserstein convergence rate depends on the Diophantine properties of and the Hölder continuity of the characteristic function 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 .
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.