A probabilistic approach to convex ()-entropy decay for Markov chains

DOI10.1214/21-AAP1700MaRDI QIDQ2134287zbMATH OpenOpenAlexFDO

Authors Giovanni Conforti

Publication date 6 May 2022

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

Full work available at URL https://arxiv.org/abs/2004.10850

zbMATH Keywords

Bakry-Émery methodBeckner inequalitiesconvexity of the entropycouplingdiscrete convex Sobolev inequalitiesentropy functionalsexponential dissipationGlauber dynamicshardcore modelsMarkov chainsSobolev inequality

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical aspects of statistical mechanics (37A60) General theory of functional equations and inequalities (39B05) Functional inequalities, including subadditivity, convexity, etc. (39B62) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry 'Emery approach and coupling arguments, which we use as a probabilistic alternative to the discrete Bochner identities. The method is well suited to work in a non perturbative setting and we obtain new estimates for interacting random walks beyond the high temperature/weak interaction regime. In this framework, we also show that the exponential contraction of the Wasserstein distance along the semigroup implies MLSI. We also revisit classical examples often obtaining new inequalities and sometimes improving on the best known constants. In particular, we analyse the zero range dynamics, hardcore and Bernoulli-Laplace models and the Glauber dynamics for the Curie Weiss and Ising model.

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Cited in

(12)

• Discrete Beckner inequalities via the Bochner-Bakry-Emery approach for Markov chains
• Generalized \(\Gamma\) calculus and application to interacting particles on a graph
• Entropy-information inequalities under curvature-dimension conditions for continuous-time Markov chains
• On mixing of Markov chains: coupling, spectral independence, and entropy factorization
• \(\Phi\)-entropy inequality and application for SDEs with jumps
• Interpolation between modified logarithmic Sobolev and Poincaré inequalities for quantum Markovian dynamics
• Trajectorial dissipation of \({\Phi}\)-entropies for interacting particle systems
• Upgrading MLSI to LSI for reversible Markov chains
• Contractive coupling rates and curvature lower bounds for Markov chains
• Entropy and curvature: beyond the Peres-Tetali conjecture
• 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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