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

Markov chainscouplingSobolev inequalityGlauber dynamicsentropy functionalsBeckner inequalitiesconvexity of the entropydiscrete convex Sobolev inequalitiesexponential dissipationhardcore modelsBakry-Émery method

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) 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) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Functional inequalities, including subadditivity, convexity, etc. (39B62) General theory of functional equations and inequalities (39B05)

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

(9)

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

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