Generalized $\Gamma$ calculus and application to interacting particles on a graph
Probability
2018-02-26 v4
Abstract
The classical Bakry-\'Emery calculus is extended to study, for degenerated (non-elliptic, non-reversible, or non-diffusive) Markov processes, questions such as hypoellipticity, hypocoercivity, functional inequalities or Wasserstein contraction. In particular we obtain the optimal speed of convergence to equilibrium for any ergodic Ornstein-Uhlenbeck process, which is given by the spectral gap of the drift matrix and the size of the corresponding Jordan blocks. We also study chains of interacting overdamped particles and establish for their invariant measures log-Sobolev inequalities with constants of order , which is optimal.
Cite
@article{arxiv.1510.05936,
title = {Generalized $\Gamma$ calculus and application to interacting particles on a graph},
author = {Pierre Monmarché},
journal= {arXiv preprint arXiv:1510.05936},
year = {2018}
}