English

Displacement convexity of generalized relative entropies

Differential Geometry 2011-07-05 v3 Analysis of PDEs Probability

Abstract

We investigate the mm-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement KK-convexity of the mm-relative entropy is equivalent to the combination of the nonnegativity of the weighted Ricci curvature and the KK-convexity of the weight function. We use this to show appropriate variants of the Talagrand, HWI and the logarithmic Sobolev inequalities, as well as the concentration of measures. We also prove that the gradient flow of the mm-relative entropy produces a solution to the porous medium equation or the fast diffusion equation.

Keywords

Cite

@article{arxiv.1005.1331,
  title  = {Displacement convexity of generalized relative entropies},
  author = {Shin-ichi Ohta and Asuka Takatsu},
  journal= {arXiv preprint arXiv:1005.1331},
  year   = {2011}
}

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43pages