中文

用乘积空间中局部规格的相对熵界定相对熵

概率论 2015-06-23 v2

摘要

对于Rn\Bbb R^n上的一类密度函数qn(xn)q^n(x^n),我们证明了相对熵与平均条件相对熵之和之间的一个不等式,形式如下:对于Rn\Bbb R^n上的任意密度函数pn(xn)p^n(x^n),有D(pnqn)Const.i=1nED(pi(Y1,...,Yi1,Yi+1,...,Yn)Qi(Y1,...,Yi1,Yi+1,...,Yn))D(p^n||q^n)\leq Const. \sum_{i=1}^n \Bbb E D(p_i(\cdot|Y_1,..., Y_{i-1},Y_{i+1},..., Y_n) || Q_i(\cdot|Y_1,..., Y_{i-1},Y_{i+1},..., Y_n)),其中pi(y1,...,yi1,yi+1,...,yn)p_i(\cdot|y_1,..., y_{i-1},y_{i+1},..., y_n)Qi(x1,...,xi1,xi+1,...,xn)Q_i(\cdot|x_1,..., x_{i-1},x_{i+1},..., x_n)分别表示pnp^nqnq^n的局部规格,即给定其他坐标时第ii个坐标的条件密度函数。常数取决于qnq^n的局部规格的性质。上述不等式蕴含了qnq^n的一个对数Sobolev不等式。我们在以下假设下得到了qnq^n的对数Sobolev常数的显式下界:(i) qnq^n的局部规格满足对数Sobolev不等式,常数为ρi\rho_i,并且(ii)它们还满足某些条件,表明qnq^n的哈密顿量的混合偏导数相对于对数Sobolev常数ρi\rho_i不会太大。条件(ii)可能比Otto和Reznikoff最近关于自旋系统对数Sobolev常数估计的论文中使用的条件更弱。

关键词

引用

@article{arxiv.0907.4491,
  title  = {Bounding relative entropy by the relative entropy of local specifications in product spaces},
  author = {Katalin Marton},
  journal= {arXiv preprint arXiv:0907.4491},
  year   = {2015}
}

备注

This paper has been withdrawn by the author because it was a preliminary version of arXiv:1206.4868