A probabilistic approach to convex \((\phi)\)-entropy decay for Markov chains (Q2134287)
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English | A probabilistic approach to convex \((\phi)\)-entropy decay for Markov chains |
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A probabilistic approach to convex \((\phi)\)-entropy decay for Markov chains (English)
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6 May 2022
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Functional inequalities are a powerful tool to quantify the trend (hypercontractivity, and dissipation time-rates) to equilibrium of Markov semigroups. For diffusion processes on a Riemannan manifold the link with the celebrated logarithmic Sobolev inequality has been established by \textit{D. Bakry} and \textit{M. Émery} [Lect. Notes Math. 1123, 177--206 (1985; Zbl 0561.60080)]. A considerable effort has been put into transferring the ideas and concepts of the Bakry-Émery theory to the setting of continuous-time Markov chains. Specifically, the exponential decay of general entropic functionals, called \(\phi\)-entropies, has been recently investigated in terms of discrete Beckner inequalities [\textit{A. Jüngel} and \textit{W. Yue}, Ann. Appl. Probab. 27, No. 4, 2238--2269 (2017; Zbl 1374.60144)]. A problem about functional inequalities and convergence to equilibrium for nonlinear Markov chains has been recently addressed in [\textit{M. Erbar} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 1, 445--471 (2020; Zbl 1441.82017)]. The main purpose of the present paper is to develop a probabilistic approach to establish convex Sobolev inequalities and quantify the exponential decay of \(\phi\)-entropies for continuous-time Markov chains via the Bakry-Émery method. The method is applied to specific model examples and some explicit lower bounds are obtained. A probabilistic alternative was proposed to the discrete Bochner identities in [\textit{P. Caputo} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 3, 734--753 (2009; Zbl 1181.60142)], upon which a large part of the results about the modified logarithmic Sobolev inequality recently obtained in connection with the Bakry-Émery method relies. The proposed method provides a unified framework for the study of general convex Sobolev inequalities, modified logarithmic Sobolev inequalities and Beckner inequalities.
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Bakry-Émery method
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discrete convex Sobolev inequalities
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Beckner inequalities
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convexity of the entropy
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coupling
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Glauber dynamics
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hardcore models
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Markov chains
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Sobolev inequality
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entropy functionals
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exponential dissipation
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