Phi-entropy inequalities for diffusion semigroups
Probability
2013-09-19 v3
Abstract
We obtain and study new -entropy inequalities for diffusion semigroups, with Poincar\'e or logarithmic Sobolev inequalities as particular cases. From this study we derive the asymptotic behaviour of a large class of linear Fokker-Plank type equations under simple conditions, widely extending previous results. Nonlinear diffusion equations are also studied by means of these inequalities. The criterion of D. Bakry and M. Emery appears as a main tool in the analysis, in local or integral forms.
Cite
@article{arxiv.0812.0800,
title = {Phi-entropy inequalities for diffusion semigroups},
author = {François Bolley and Ivan Gentil},
journal= {arXiv preprint arXiv:0812.0800},
year = {2013}
}
Comments
31 pages