Reflection coupling and Wasserstein contractivity without convexity
type: Item
instance of: scholarly article
title: Reflection coupling and Wasserstein contractivity without convexity
zbMATH Open document ID: 1229.60091
author: Andreas Eberle
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2011-11-02T00:00:00Z
review text: For a class of diffusions with constant diffusion coefficients, it is shown that the Wasserstein distance defined in terms of a suitable concave distance measure between the diffusion with two different initial conditions decays at least as fast as a certain exponential. The proof uses ``coupling by reflection''. Examples illustrate that the bound is sharp.
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5966335
zbMATH Keywords: diffusions
zbMATH Keywords: Wasserstein distance
zbMATH Keywords: contractivity
zbMATH Keywords: coupling by reflection
MaRDI profile type: Publication
full work available at URL: j.crma.2011.09.003
OpenAlex ID: W1997866381
cites work: Coupling methods for multidimensional diffusion processes
cites work: Estimation of spectral gap for elliptic operators
cites work: Functional Integration and Partial Differential Equations. (AM-109)
cites work: Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
cites work: Coupling of multidimensional diffusions by reflection
DOI: 10.1016/J.CRMA.2011.09.003
description: scientific article; zbMATH DE number 5966335