Geodesic convexity of the relative entropy in reversible Markov chains

DOI10.1007/s00526-012-0538-8zbMath1282.60072OpenAlexW2113027990WikidataQ59901773 ScholiaQ59901773MaRDI QIDQ368543

Alexander Mielke

Publication date: 23 September 2013

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00526-012-0538-8

zbMATH Keywords

relative entropyHessianlogarithmic meanreversibilitygeodesic convexitydetailed balancechains with nearest neighbor transitionsentropic gradient systemgeodesic convexity for discretized Fokker-Planck equationOnsager matrixtime-continuous Markov chain

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Global geometric and topological methods (à la Gromov); differential geometric analysis on metric spaces (53C23) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Continuous-time Markov processes on discrete state spaces (60J27)

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