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Subexponential Upper and Lower Bounds in Wasserstein Distance for Markov Processes

Subexponential upper and lower bounds in Wasserstein distance for Markov processes
Authors: Sandrić, Nikola; Arapostathis, Ari; Pang, Guodong;

Subexponential Upper and Lower Bounds in Wasserstein Distance for Markov Processes

Abstract

In this article, relying on Foster-Lyapunov drift conditions, we establish subexponential upper and lower bounds on the rate of convergence in the $\mathrm{L}^p$-Wasserstein distance for a class of irreducible and aperiodic Markov processes. We further discuss these results in the context of Markov L��vy-type processes. In the lack of irreducibility and/or aperiodicity properties, we obtain exponential ergodicity in the $\mathrm{L}^p$-Wasserstein distance for a class of It�� processes under an asymptotic flatness (uniform dissipativity) assumption. Lastly, applications of these results to specific processes are presented, including Langevin tempered diffusion processes, piecewise Ornstein-Uhlenbeck processes with jumps under constant and stationary Markov controls, and backward recurrence time chains, for which we provide a sharp characterization of the rate of convergence via matching upper and lower bounds.

32 pages

Keywords

Probability (math.PR), 60J05, 60J25, 60H10, 60J75, Itô process, Stochastic ordinary differential equations (aspects of stochastic analysis), Discrete-time Markov processes on general state spaces, Foster-Lyapunov condition, Langevin diffusion process, asymptotic flatness (uniform dissipativity), FOS: Mathematics, Continuous-time Markov processes on general state spaces, exponential and subexponential ergodicity, Wasserstein distance, Jump processes on general state spaces, Ornstein-Uhlenbeck process, Diffusion processes, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
5
Top 10%
Average
Top 10%
Green