Wasserstein Convergence for Empirical Measures of Subordinated Dirichlet Diffusions on Riemannian Manifolds

Huaiqian Li, Bingyao Wu

Published 2022-06-08Version 1

We investigate long-time behaviors of empirical measures associated with subordinated Dirichlet diffusion processes on a compact Riemannian manifold $M$ with boundary $\partial M$ to some reference measure, under the quadratic Wasserstein distance. For any initial distribution not concentrated on $\partial M$, we obtain the rate of convergence and even the precise limit for the conditional expectation of the quadratic Wasserstein distance conditioned on the process killed upon exiting $M\setminus\partial M$. In particular, the results coincide with the recent ones proved by F.-Y. Wang in \cite{eW2} for Dirichlet diffusion processes.