论文标题
瓦斯恒星距离的平衡率，用于反射的跳变见
Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions
论文作者
论文摘要
可以使用Lyapunov函数来研究连续时间马尔可夫过程的固定分布的收敛速率。作者的最新工作提供了在半线反射跳水的特殊情况下明确的收敛速度。这些结果被证明是总变化距离及其概括的：测试函数定义的测量距离无论其连续性如何。在这里，我们证明了Wasserstein距离的相似结果，这与连续测试函数的收敛有关。在某些情况下，包括反射的Ornstein-Uhlenbeck过程，我们获得Wasserstein距离的指数收敛速率要比总变化距离更快。
Convergence rate to the stationary distribution for continuous-time Markov processes can be studied using Lyapunov functions. Recent work by the author provided explicit rates of convergence in special case of a reflected jump-diffusion on a half-line. These results are proved for total variation distance and its generalizations: measure distances defined by test functions regardless of their continuity. Here we prove similar results for Wasserstein distance, convergence in which is related to convergence for continuou test functions. In some cases, including the reflected Ornstein-Uhlenbeck process, we get faster exponential convergence rates for Wasserstein distance than for total variation distance.
