Displacement convexity of generalized relative entropies
Differential Geometry
2011-07-05 v3 Analysis of PDEs
Probability
Abstract
We investigate the -relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement -convexity of the -relative entropy is equivalent to the combination of the nonnegativity of the weighted Ricci curvature and the -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 -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}
}
Comments
43pages