Related papers: Entropy inequalities for random walks and permutat…
We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…
We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…
We consider spin systems in the $d$-dimensional lattice $Z^d$ satisfying the so-called strong spatial mixing condition. We show that the relative entropy functional of the corresponding Gibbs measure satisfies a family of inequalities which…
Motivated by random walks on subsets of the hypercube, we prove two discrete functional inequalities on the hypercube. First, we give a short, elementary proof of the Poincar\'e inequality on increasing subsets of the cube recently…
Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…
We study a class of dynamical systems generated by random substitutions, which contains both intrinsically ergodic systems and instances with several measures of maximal entropy. In this class, we show that the measures of maximal entropy…
We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…
Logarithmic Sobolev inequalities are a fundamental class of inequalities that play an important role in information theory. They play a key role in establishing concentration inequalities and in obtaining quantitative estimates on the…
The interrelationships of the fundamental biological processes natural selection, mutation, and stochastic drift are quantified by the entropy rate of Moran processes with mutation, measuring the long-run variation of a Markov process. The…
We develop a new framework for establishing approximate factorization of entropy on arbitrary probability spaces, using a geometric notion known as non-negative sectional curvature. The resulting estimates are equivalent to entropy…
We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift term which ensure that the relative entropy…
We introduce the notion of metric entropy for a nonautonomous dynamical system given by a sequence of probability spaces and a sequence of measure-preserving maps between these spaces. This notion generalizes the classical concept of metric…
Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…
Let $G$ be a countable group and $\mu$ a probability measure on $G$. We build a new framework to compute asymptotic quantities associated with the $\mu$-random walk on $G$, using methods from harmonic analysis on groups and Banach space…
Random walks are the simplest way to explore or search a graph, and have revealed a very useful tool to investigate and characterize the structural properties of complex networks from the real world, e.g. they have been used to identify the…
The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…
In this paper, we generalize the log-Sobolev inequalities to R\'enyi--Sobolev inequalities by replacing the entropy with the two-parameter entropy, which is a generalized version of entropy and closely related to R\'enyi divergences. We…
We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…