The logarithmic Sobolev inequality for the Wasserstein diffusion (Q839418)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 5601405
Language Label Description Also known as
default for all languages
No label defined
    English
    The logarithmic Sobolev inequality for the Wasserstein diffusion
    scientific article; zbMATH DE number 5601405

      Statements

      The logarithmic Sobolev inequality for the Wasserstein diffusion (English)
      0 references
      0 references
      0 references
      2 September 2009
      0 references
      The Wasserstein space \(({\mathcal{P}(X)},d_2^W)\) is the space of Borel probability measures on a metric space \(X\) equipped with a suitably defined distance structure. When \(X=[0,1]\), we denote \({\mathcal{P}(X)}\) by \({\mathcal{P}}_0\). Recently, \textit{M.-K. von Renesse} and \textit{K.-T. Sturm} in [Ann. Probab. 37, No.~3, 1114--1191 (2009; Zbl 1177.60066)], constructed a time-reversible diffusion process \(\mathbb{M}=((X_t)_{t\geq 0}, (P_g)_{g\in {\mathcal{G}}_0}\) on the space \({\mathcal{G}}_0:=\{\,g : [0,1[ \to [0,1]\, \text{right continuous, nondecreasing}\}\). The existence of this process is shown, using the theory of symmetric Dirichlet form. In the paper under review, the authors establish that the Dirichlet form associated with the Wasserstein diffusion satisfies a logarithmic Sobolev inequality.
      0 references
      Dirichlet form
      0 references
      Logarithmic Sobolev inequality
      0 references
      Wasserstein diffusion
      0 references
      entropy
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references