Return to Colloquia & Seminar listing
A coupling approach to quantify the Wasserstein path-distance between Brownian motion and the Goldstein-Kac telegraph process
Probability| Speaker: | Gerardo Barrera Vargas, University of Helsinki, Finland |
| Related Webpage: | https://sites.google.com/cimat.mx/bvargasprobability |
| Location: | zoom |
| Start time: | Wed, May 25 2022, 1:10PM |
In this talk, I will present a non-asymptotic process level control between the so-called telegraph process (a.k.a. Goldstein-Kac process) and a Brownian motion with suitable diffusivity constant (explicit) via a Wasserstein path-distance with quadratic average cost. In addition, non-asymptotic estimates for the corresponding time average p-th moments are given explicitly.
The proof is done via the interplay of the following couplings: coin-flip coupling, synchronous coupling and the celebrated Komlós-Major-Tusnády coupling.
The talk is based on joint work with Jani Lukkarinen, University of Helsinki, Finland.