Probability Seminar: Particle Approximation of the Wasserstein Diffusion
- Date: 09/23/2009
Lecturer(s):
Sebastian Andres, UBC
Location:
University of British Columbia
Topic:
Particle Approximation of the Wasserstein Diffusion
Description:
In this talk a finite dimensional approximation of the recently
constructed Wasserstein diffusion on the unit interval is presented.
More precisely, the empirical measure process associated to a system of
interacting, two-sided Bessel processes with dimension $0 < \delta < 1$
converges in distribution to the Wasserstein diffusion under the
equilibrium fluctuation scaling. The passage to the limit is based on
Mosco convergence of the associated Dirichlet forms in the generalized
sense of Kuwae/Shioya. This is joint work with Max von Renesse.
Schedule:
3:00pm-4:30pm, WMAX 216.
Other Information:
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