Binomial-Poisson entropic inequalities and the M/M/$\infty$ queue
Abstract
This article provides entropic inequalities for binomial-Poisson distributions, derived from the two point space. They appear as local inequalities of the M/M/ queue. They describe in particular the exponential dissipation of -entropies along this process. This simple queueing process appears as a model of ``constant curvature'', and plays for the simple Poisson process the role played by the Ornstein-Uhlenbeck process for Brownian Motion. Some of the inequalities are recovered by semi-group interpolation. Additionally, we explore the behaviour of these entropic inequalities under a particular scaling, which sees the Ornstein-Uhlenbeck process as a fluid limit of M/M/ queues. Proofs are elementary and rely essentially on the development of a ``-calculus''.
Cite
@article{arxiv.math/0510488,
title = {Binomial-Poisson entropic inequalities and the M/M/$\infty$ queue},
author = {Djalil Chafai},
journal= {arXiv preprint arXiv:math/0510488},
year = {2021}
}