المساق
arXiv 2012-02-06 0 مشاهدة

Wasserstein decay of one dimensional jump-diffusions

Cloez, Bertrand

الأصل · EN

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet. Using a Feynman-Kac semigroup, we prove a bound in Wasserstein metric. This bound is explicit and optimal in the sense of Wasserstein curvature. This notion of curvature is relatively close to the notion of (coarse) Ricci curvature or spectral gap. Several consequences and examples are developed, including an L² spectral for general Markov processes, explicit formulas for the integrals of compound Poisson processes with respect to a Brownian motion, quantitative bounds for Kolmogorov-Langevin processes and some total variation bounds for piecewise deterministic Markov processes.

الترجمة العربية

لا توجد ترجمة عربية لهذا البحث بعد. كن أوّل من يطلبها: تستغرق ثوانيَ معدودة، وتُحفظ النتيجة لكل قارئ قادم.

تحقّق أمني

اكتب الأحرف الظاهرة أعلاه

حتى 10 ترجمات لكل شخص يومياً.