pith. sign in

arxiv: 1305.1233 · v4 · pith:P77F2ZVJnew · submitted 2013-05-06 · 🧮 math.PR

Reflection couplings and contraction rates for diffusions

classification 🧮 math.PR
keywords distancescontractivitydiffusionswassersteinratesapplicationsappropriateappropriately
0
0 comments X
read the original abstract

We consider contractivity for diffusion semigroups w.r.t. Kantorovich ($L^1$ Wasserstein) distances based on appropriately chosen concave functions. These distances are inbetween total variation and usual Wasserstein distances. It is shown that by appropriate explicit choices of the underlying distance, contractivity with rates of close to optimal order can be obtained in several fundamental classes of examples where contractivity w.r.t. standard Wasserstein distances fails. Applications include overdamped Langevin diffusions with locally non-convex potentials, products of these processes, and systems of weakly interacting diffusions, both of mean-field and nearest neighbour type.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.