English

Binomial-Poisson entropic inequalities and the M/M/$\infty$ queue

Probability 2021-09-29 v2 Functional Analysis

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/\infty queue. They describe in particular the exponential dissipation of Φ\Phi-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/\infty queues. Proofs are elementary and rely essentially on the development of a ``Φ\Phi-calculus''.

Keywords

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}
}