DISCRETE BECKNER INEQUALITIES VIA THE BOCHNER-BAKRY-EMERY APPROACH FOR MARKOV CHAINS

被引:7
作者
Juengel, Ansgar [1 ]
Yue, Wen [1 ]
机构
[1] Vienna Univ Technol, Inst Anal & Sci Comp, Wiedner Hauptstr 8-10, A-1040 Vienna, Austria
基金
奥地利科学基金会;
关键词
Time-continuous Markov chain; functional inequality; entropy decay; discrete Beckner inequality; stochastic particle systems; LOGARITHMIC SOBOLEV INEQUALITIES; SPECTRAL GAP; ENTROPY; POINCARE; BERNOULLI; SYSTEMS; BOUNDS; DECAY;
D O I
10.1214/16-AAP1258
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Discrete convex Sobolev inequalities and Beckner inequalities are derived for time-continuous Markov chains on finite state spaces. Beckner inequalities interpolate between the modified logarithmic Sobolev inequality and the Poincare inequality. Their proof is based on the Bakry-Emery approach and on discrete Bochner-type inequalities established by Caputo, Dai Pra and Posta and recently extended by Fathi and Maas for logarithmic entropies. The abstract result for convex entropies is applied to several Markov chains, including birth-death processes, zero-range processes, Bernoulli-Laplace models, and random transposition models, and to a finite-volume discretization of a one-dimensional Fokker-Planck equation, applying results by Mielke.
引用
收藏
页码:2238 / 2269
页数:32
相关论文
共 31 条
[1]  
Ane C., 2000, PANORAMAS SYNTHESES, V10
[2]   On convex Sobolev inequalities and the rate of convergence to equilibrium for Fokker-Planck type equations [J].
Arnold, A ;
Markowich, P ;
Toscani, G ;
Unterreiter, A .
COMMUNICATIONS IN PARTIAL DIFFERENTIAL EQUATIONS, 2001, 26 (1-2) :43-100
[3]  
Bakry D., 2014, Analysis and geometry of Markov diffusion operators
[4]  
Bakry D, 1983, SEMINAIRE PROBABILIT, V84, P177, DOI 10.1007/BFb0075847
[6]   Modified logarithmic Sobolev inequalities in discrete settings [J].
Bobkov, Sergey G. ;
Tetali, Prasad .
JOURNAL OF THEORETICAL PROBABILITY, 2006, 19 (02) :289-336
[7]   On modified logarithmic Sobolev inequalities for Bernoulli and Poisson measures [J].
Bobkov, SG ;
Ledoux, M .
JOURNAL OF FUNCTIONAL ANALYSIS, 1998, 156 (02) :347-365
[8]   VECTOR FIELDS AND RICCI CURVATURE [J].
BOCHNER, S .
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1946, 52 (09) :776-797
[9]   Spectral gap estimates for interacting particle systems via a Bochner-type identity [J].
Boudou, AS ;
Caputo, P ;
Pra, PD ;
Posta, G .
JOURNAL OF FUNCTIONAL ANALYSIS, 2006, 232 (01) :222-258
[10]  
Burdzy K, 2000, ANN APPL PROBAB, V10, P362