Convex entropy decay via the Bochner–Bakry–Emery approach
Caputo, Pietro ; Dai Pra, Paolo ; Posta, Gustavo
Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, p. 734-753 / Harvested from Project Euclid
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 decays in a convex way. The method is shown to be rather powerful when applied to a class of birth and death processes. We then consider other examples, including inhomogeneous zero-range processes and Bernoulli–Laplace models. For these two models, known results were limited to the homogeneous case, and obtained via the martingale approach, whose applicability to inhomogeneous models is still unclear.
Publié le : 2009-08-15
Classification:  Entropy decay,  Modified logarithmic Sobolev inequality,  Stochastic particle systems,  39B62,  60J80,  60K35
@article{1249391382,
     author = {Caputo, Pietro and Dai Pra, Paolo and Posta, Gustavo},
     title = {Convex entropy decay via the Bochner--Bakry--Emery approach},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {45},
     number = {1},
     year = {2009},
     pages = { 734-753},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1249391382}
}
Caputo, Pietro; Dai Pra, Paolo; Posta, Gustavo. Convex entropy decay via the Bochner–Bakry–Emery approach. Ann. Inst. H. Poincaré Probab. Statist., Tome 45 (2009) no. 1, pp.  734-753. http://gdmltest.u-ga.fr/item/1249391382/