Particle approximation of the Wasserstein diffusion

By S. Andres, Max-K. von Renesse. 2007

57 citations recorded by the source corpus.

Abstract We construct a system of interacting two-sided Bessel processes on the unit interval and show that the associated empirical measure process converges to the Wasserstein diffusion (von Renesse and Sturm (2009) [25] ), assuming that Markov uniqueness holds for the generating Wasserstein Dirichlet form. The proof is based on the variational convergence of an associated sequence of Dirichlet forms in the generalized Mosco sense of Kuwae and Shioya (2003) [19] .

Subfields: Applied Mathematics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/5fc275bac28131f5aa241d71497bf32f977b6862

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In Applied Mathematics

1. Karl‐Theodor Sturm
2. Max-K. von Renesse
3. Shin-ichi Ohta
4. Nicola Gigli
5. T. Rajala
6. Emanuel Milman
7. Luigi Ambrosio
8. J. Lott

In Statistics and Probability

1. Karl‐Theodor Sturm
2. Max-K. von Renesse

Citations in the corpus

• Entropic Measure and Wasserstein Diffusion (2007, methodology): “A canonical particle approximation to the Wasserstein diffusion is presented in [5].”