Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus

DOI10.1016/j.spa.2022.09.008OpenAlexW4297106251MaRDI QIDQ2105064

Martin Huesmann, Francesco Mattesini, Dario Trevisan

Publication date: 8 December 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.01025

zbMATH Keywords

fractional Brownian motionempirical measureoptimal transport

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Fractional processes, including fractional Brownian motion (60G22) Convergence of probability measures (60B10) Optimal transportation (49Q22)

Related Items (2)

The Wasserstein distance to the circular law ⋮ Optimal transport methods for combinatorial optimization over two random point sets

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