Discrete Beckner inequalities via the Bochner-Bakry-Emery approach for Markov chains

DOI10.1214/16-AAP1258MaRDI QIDQ1676439zbMATH OpenOpenAlexFDO

Authors Ansgar Jüngel, Wen Yue

Publication date 7 November 2017

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.06250, https://projecteuclid.org/euclid.aoap/1504080032

zbMATH Keywords

discrete beckner inequalityentropy decayfunctional inequalitystochastic particle systemstime-continuous Markov chain

Mathematics Subject Classification ID

Functional inequalities, including subadditivity, convexity, etc. (39B62) Continuous-time Markov processes on discrete state spaces (60J27) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: Discrete convex Sobolev inequalities and Beckner inequalities are derived for time-continuous Markov chains on finite state spaces. Beckner inequalities interpolate between the modified logarithmic Sobolev inequality and the Poincar'e inequality. Their proof is based on the Bakry-Emery approach and on discrete Bochner-type inequalities established by Caputo, Dai Pra, and Posta and recently extended by Fathi and Maas for logarithmic entropies. The abstract result for convex entropies is applied to several Markov chains, including birth-death processes, zero-range processes, Bernoulli-Laplace models, and random transposition models, and to a finite-volume discretization of a one-dimensional Fokker-Planck equation, applying results by Mielke.

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• A probabilistic approach to convex \((\phi)\)-entropy decay for Markov chains
• Displacement convexity for the entropy in semi-discrete non-linear Fokker–Planck equations
• Interpolation between modified logarithmic Sobolev and Poincaré inequalities for quantum Markovian dynamics
• Contractive coupling rates and curvature lower bounds for Markov chains
• Long-time behavior for discretization schemes of Fokker-Planck equations via couplings
• Convex entropy decay via the Bochner-Bakry-Emery approach

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