The logarithmic Sobolev inequality for the Wasserstein diffusion (Q839418)
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English | The logarithmic Sobolev inequality for the Wasserstein diffusion |
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The logarithmic Sobolev inequality for the Wasserstein diffusion (English)
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2 September 2009
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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.
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Dirichlet form
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Logarithmic Sobolev inequality
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Wasserstein diffusion
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entropy
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