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We characterize Gaussian estimates for transition probability of a discrete time Markov chain in terms of geometric properties of the underlying state space. In particular, we show that the following are equivalent: (1) Two sided Gaussian…

Probability · Mathematics 2015-06-26 Mathav Murugan , Laurent Saloff-Coste

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

Probability · Mathematics 2014-10-28 Max Fathi , Emanuel Indrei , Michel Ledoux

We show that the Hellinger-Kantorovich distance can be expressed as the metric infimal convolution of the Hellinger and the Wasserstein distances, as conjectured by Liero, Mielke, and Savar\'e. To prove it, we study with the tools of…

Metric Geometry · Mathematics 2025-03-18 Nicolò De Ponti , Giacomo Enrico Sodini , Luca Tamanini

We develop connections between Harnack inequalities for the heat flow of diffusion operators with curvature bounded from below and optimal transportation. Through heat kernel inequalities, a new isoperimetric-type Harnack inequality is…

Probability · Mathematics 2013-07-09 Dominique Bakry , Ivan Gentil , Michel Ledoux

It is now well known that curvature conditions \`a la Bakry-Emery are equivalent to contraction properties of the heat semigroup with respect to the classical quadratic Wasserstein distance. However, this curvature condition may include a…

Probability · Mathematics 2017-05-17 François Bolley , Ivan Gentil , Arnaud Guillin

We define the quantum $p$-divergences and introduce Beckner's inequalities for primitive quantum Markov semigroups on a finite-dimensional matrix algebra satisfying the detailed balance condition. Such inequalities quantify the convergence…

Operator Algebras · Mathematics 2023-07-07 Bowen Li , Jianfeng Lu

Quantum functional inequalities (e.g. the logarithmic Sobolev- and Poincar\'e inequalities) have found widespread application in the study of the behavior of primitive quantum Markov semigroups. The classical counterparts of these…

Quantum Physics · Physics 2017-10-11 Cambyse Rouzé , Nilanjana Datta

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…

Optimization and Control · Mathematics 2018-10-16 Matthias Liero , Alexander Mielke , Giuseppe Savaré

Let $\{X_n\}_{n\in\N}$ be a Markov chain on a measurable space $\X$ with transition kernel $P$ and let $V:\X\r[1,+\infty)$. The Markov kernel $P$ is here considered as a linear bounded operator on the weighted-supremum space $\cB_V$…

Probability · Mathematics 2013-12-06 Loïc Hervé , James Ledoux

We study the behaviour of various Lyapunov functionals (relative entropies) along the solutions of a family of nonlinear drift-diffusion-reaction equations coming from statistical mechanics and population dynamics. These equations can be…

Functional Analysis · Mathematics 2019-04-09 Stanislav Kondratyev , Dmitry Vorotnikov

In this paper, we study some functional inequalities (such as Poincar\'e inequalities, logarithmic Sobolev inequalities, generalized Cheeger isoperimetric inequalities, transportation-information inequalities and transportation-entropy…

Probability · Mathematics 2015-05-19 Yutao Ma , Ran Wang , Liming Wu

This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…

Probability · Mathematics 2024-09-13 Pietro Caputo , Zongchen Chen , Yuzhou Gu , Yury Polyanskiy

Some equivalent gradient and Harnack inequalities of a diffusion semigroup are presented for the curvature-dimension condition of the associated generator. As applications, the first eigenvalue, the log-Harnack inequality, the heat kernel…

Probability · Mathematics 2010-12-30 Feng-Yu Wang

We study quantum Dirichlet forms and the associated symmetric quantum Markov semigroups on noncommutative $L^2$ spaces. It is known from the work of Cipriani and Sauvageot that these semigroups induce a first order differential calculus,…

Operator Algebras · Mathematics 2021-08-13 Melchior Wirth

This is a continuation of our previous work 0712.4092. It is well known that various isoperimetric inequalities imply their functional ``counterparts'', but in general this is not an equivalence. We show that under certain convexity…

Functional Analysis · Mathematics 2014-02-26 Emanuel Milman

On a large class of Riemannian manifolds with boundary, some dimension-free Harnack inequalities for the Neumann semigroup is proved to be equivalent to the convexity of the boundary and a curvature condition. In particular, for $p_t(x,y)$…

Probability · Mathematics 2009-11-02 Feng-Yu Wang

We develop connections between Stein's approximation method, logarithmic Sobolev and transport inequalities by introducing a new class of functional inequalities involving the relative entropy, the Stein kernel, the relative Fisher…

Probability · Mathematics 2014-07-24 Michel Ledoux , Ivan Nourdin , Giovanni Peccati

Inspired by the approach of Ivanisvili and Volberg towards functional inequalities for probability measures with strictly convex potentials, we investigate the relationship between curvature bounds in the sense of Bakry-Emery and local…

Probability · Mathematics 2024-03-05 Devraj Duggal , Andreas Malliaris , James Melbourne , Cyril Roberto

Optimal transport (OT) is a popular measure to compare probability distributions. However, OT suffers a few drawbacks such as (i) a high complexity for computation, (ii) indefiniteness which limits its applicability to kernel machines. In…

Machine Learning · Computer Science 2022-02-23 Tam Le , Truyen Nguyen , Dinh Phung , Viet Anh Nguyen

In this paper we show that we can use Markov kernels as a model for optimal transport. This new framework can be easily translated into the standard coupling formulation of optimal transport, and we show that we can use a coupling as a…

Probability · Mathematics 2022-10-11 James G Ronan
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