Semi Log-Concave Markov Diffusions
Probability
2013-03-28 v1 Functional Analysis
Abstract
In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual curvature of Bakry and Emery in the case of a (reversible) drifted Brownian motion, but differs for more general diffusion processes. Our approach using simple coupling arguments together with classical stochastic tools, allows us to obtain new results, to recover and to extend already known results, giving in many situations explicit (though non optimal) bounds. In particular, we show new results for gradient/semigroup commutation in the log concave case. Some new convergence to equilibrium in the granular media equation is also exhibited.
Cite
@article{arxiv.1303.6884,
title = {Semi Log-Concave Markov Diffusions},
author = {Patrick Cattiaux and Arnaud Guillin},
journal= {arXiv preprint arXiv:1303.6884},
year = {2013}
}