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• W3124499652 abstract "We consider a Markov chain on $mathbb{R}^d$ with invariant measure $mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to the $1$-Wasserstein distance. The main result of this article is a new upper bound for the expected Wasserstein distance, which is proved by combining the Kantorovich dual formula with a Fourier expansion. In addition, we show how concentration inequalities around the mean can be obtained." @default.
• W3124499652 created "2021-02-01" @default.
• W3124499652 creator A5055754196 @default.
• W3124499652 date "2021-01-18" @default.
• W3124499652 modified "2023-09-27" @default.
• W3124499652 title "Wasserstein Convergence Rate for Empirical Measures of Markov Chains" @default.
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