Transportation inequalities for Markov kernels and their applications

DOI10.1214/21-EJP605zbMATH Open1503.39017arXiv2004.02050OpenAlexW3153344119MaRDI QIDQ2042801FDOQ2042801

Authors: Fabrice Baudoin, Nathaniel Eldredge 

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We study the relationship between functional inequalities for a Markov kernel on a metric space $X$ and inequalities of transportation distances on the space of probability measures $mathcalP(X)$. Extending results of Luise and Savar'e on Hellinger--Kantorovich contraction inequalities for the particular case of the heat semigroup on an $RCD(K,infty)$ metric space, we show that more generally, such contraction inequalities are equivalent to reverse Poincar'e inequalities. We also adapt the "dynamic dual" formulation of the Hellinger--Kantorovich distance to define a new family of divergences on $mathcalP(X)$ which generalize the R'enyi divergence, and we show that contraction inequalities for these divergences are equivalent to the reverse logarithmic Sobolev and Wang Harnack inequalities. We discuss applications including results on the convergence of Markov processes to equilibrium, and on quasi-invariance of heat kernel measures in finite and infinite-dimensional groups.

Full work available at URL: https://arxiv.org/abs/2004.02050

Recommendations

• Transportation-information inequalities for Markov processes
• Transport-information inequalities for Markov chains
• Curvature and transport inequalities for Markov chains in discrete spaces
• On quadratic transportation cost inequalities
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.

zbMATH Keywords

optimal transportKantorovich-Wasserstein distanceHellinger distanceMarkov kernels[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=reverse+Poincar%EF%BF%BD%EF%BF%BD+inequality&go=Go reverse Poincar�� inequality]functional inequalitiesKuwada dualityreverse logarithmic Sobolev inequality

Mathematics Subject Classification ID

Optimal transportation (49Q22) Markov semigroups and applications to diffusion processes (47D07) Spaces of measures, convergence of measures (28A33) Analysis on metric spaces (30L99) Diffusion processes and stochastic analysis on manifolds (58J65) Functional inequalities, including subadditivity, convexity, etc. (39B62)

Cites Work

• Gaussian measures in Banach spaces
• Optimal entropy-transport problems and a new Hellinger-Kantorovich distance between positive measures
• Title not available (Why is that?)
• Gradient flows in metric spaces and in the space of probability measures
• Differentiability of Lipschitz functions on metric measure spaces
• Functional inequalities for Markov semigroups
• Title not available (Why is that?)
• Harnack Inequalities for Stochastic Partial Differential Equations
• Curvature-dimension inequalities and Ricci lower bounds for sub-Riemannian manifolds with transverse symmetries
• Large deviations and the Malliavin calculus
• Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
• Transformations of Wiener integrals under translations
• Duality on gradient estimates and Wasserstein controls
• Formulae for the derivatives of heat semigroups
• Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups
• Transport inequalities, gradient estimates, entropy and Ricci curvature
• Derivative formula and gradient estimates for Gruschin type semigroups
• Harnack inequalities on manifolds with boundary and applications
• Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality
• Convex analysis and nonlinear optimization. Theory and examples.
• Optimal transport in competition with reaction: the Hellinger-Kantorovich distance and geodesic curves
• Title not available (Why is that?)
• The subelliptic heat kernel on the three-dimensional solvable Lie groups
• Dimension-free Harnack inequality and its applications
• Bakry-Émery meet Villani
• On a property of normal distributions of any stochastic process
• Heat kernel analysis on infinite-dimensional Heisenberg groups
• Equivalence and perpendicularity of Gaussian processes
• Ornstein-Uhlenbeck semi-groups on stratified groups
• Correction to Equivalence and perpendicularity of Gaussian processes
• Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups
• Reverse Poincaré inequalities, isoperimetry, and Riesz transforms in Carnot groups
• Contraction and regularizing properties of heat flows in metric measure spaces
• An elementary proof of the Gaussian dichotomy theorem

Cited In (5)

• Transportation and concentration inequalities for bifurcating Markov chains
• Transportation-information inequalities for Markov processes
• Quasi-invariance for infinite-dimensional Kolmogorov diffusions
• Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
• Convergence to equilibrium for hypoelliptic non-symmetric Ornstein-Uhlenbeck-type operators

This page was built for publication: Transportation inequalities for Markov kernels and their applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2042801)