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相关论文: Discrete Bochner inequalities via the Bochner-Bakr…

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We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy…

概率论 · 数学 2007-12-18 Pietro Caputo , Paolo Dai Pra , Gustavo Posta

In this paper, we propose two approaches to derive the discrete Poincar\'e inequality for the B-schemes, a family of finite volume discretization schemes, for the one-dimensional Fokker-Planck equation in full space. We study the properties…

数值分析 · 数学 2025-07-08 Lei Li , Jian-Guo Liu , Zhen Wang

We consider probability mass functions $V$ supported on the positive integers using arguments introduced by Caputo, Dai Pra and Posta, based on a Bakry--\'{E}mery condition for a Markov birth and death operator with invariant measure $V$.…

概率论 · 数学 2019-01-30 Oliver Johnson

Continuous-time Markov chains associated to finite-volume discretization schemes of Fokker-Planck equations are constructed. Sufficient conditions under which quantitative exponential decay in the $\phi$-entropy and Wasserstein distance are…

概率论 · 数学 2025-11-12 Ansgar Jüngel , Katharina Schuh

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…

概率论 · 数学 2020-05-28 Giovanni Conforti

Using a discrete Bakry-{\'E}mery method based on the JKO scheme, relying on the dissipation of entropy and Fisher information along a discrete flow, we establish new generalized logarithmic Sobolev inequality for log-concave measures of the…

偏微分方程分析 · 数学 2026-02-09 Thibault Caillet , Fanch Coudreuse

We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…

统计计算 · 统计学 2024-09-25 Christophe Andrieu , Anthony Lee , Sam Power , Andi Q. Wang

We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…

概率论 · 数学 2022-02-02 Radosław Adamczak , Bartłomiej Polaczyk , Michał Strzelecki

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…

算子代数 · 数学 2023-07-07 Bowen Li , Jianfeng Lu

We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger…

概率论 · 数学 2016-12-05 Matthias Erbar , Max Fathi

In this paper we introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others functional inequalities (weak Poincar\'{e} inequalities, general Beckner inequalities...). We also discuss the…

概率论 · 数学 2007-05-23 Patrick Cattiaux , Ivan Gentil , Arnaud Guillin

We establish a new Bernstein-type deviation inequality for general (non-reversible) discrete-time Markov chains via an elementary approach. More robust than existing works in the literature, our result only requires the Markov chain to…

概率论 · 数学 2025-10-07 De Huang , Xiangyuan Li

We obtain estimates on the exponential rate of decay of the relative entropy from equilibrium for Markov processes with a non-local infinitesimal generator. We adapt some of the ideas coming from the Bakry-Emery approach to this setting. In…

概率论 · 数学 2014-02-14 Paolo Dai Pra , Gustavo Posta

Beckner's inequality is a family of inequalities that interpolates the two fundamental functional inequalities, the logarithmic Sobolev and Poincar\'e's inequalities. It is parametrized by exponent $p\in (1,2]$ and it implies the…

概率论 · 数学 2026-04-22 Yuu Hariya

The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…

数值分析 · 数学 2013-03-18 Claire Chainais-Hillairet , Ansgar Jüngel , Stefan Schuchnigg

The goal of this paper is to give a non-local sufficient condition for generalized Poincar\'e inequalities, which extends the well-known Bakry-Emery condition. Such generalized Poincar\'e inequalities have been introduced by W. Beckner in…

偏微分方程分析 · 数学 2007-12-14 Jean Dolbeault , Bruno Nazaret , Giuseppe Savaré

Through the main example of the Ornstein-Uhlenbeck semigroup, the Bakry-Emery criterion is presented as a main tool to get functional inequalities as Poincar\'e or logarithmic Sobolev inequalities. Moreover an alternative method using the…

经典分析与常微分方程 · 数学 2010-09-20 Ivan Gentil

We study one-dimensional functional inequalities of the type of Poincar\'e, logarithmic Sobolev and Wirtinger, with weight, for probability densities with polynomial tails. As main examples, we obtain sharp inequalities satisfied by inverse…

概率论 · 数学 2020-11-13 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

We present a class of modified logarithmic Sobolev inequality, interpolating between Poincar\'e and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or more complex $\exp(-|x|^\al\log^\beta(2+|x|))$…

概率论 · 数学 2016-09-07 Ivan Gentil , Arnaud Guillin , Laurent Miclo

We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Pr\'ekopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality adapted for all measures on $\dR^n$, with a strictly convex…

概率论 · 数学 2007-10-29 Ivan Gentil
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