Binomial-Poisson entropic inequalities and the M/M/∞queue
From MaRDI portal
Publication:5429581
Abstract: This article provides entropic inequalities for binomial-Poisson distributions, derived from the two point space. They appear as local inequalities of the M/M/ queue. They describe in particular the exponential dissipation of -entropies along this process. This simple queueing process appears as a model of ``constant curvature, and plays for the simple Poisson process the role played by the Ornstein-Uhlenbeck process for Brownian Motion. Some of the inequalities are recovered by semi-group interpolation. Additionally, we explore the behaviour of these entropic inequalities under a particular scaling, which sees the Ornstein-Uhlenbeck process as a fluid limit of M/M/ queues. Proofs are elementary and rely essentially on the development of a ``-calculus.
Recommendations
- An Analysis of M/M/s Queueing Systems Based on the Maximum Entropy Principle
- Maximum entropy condition in queueing system \(M/M/1:\infty/FCFS\)
- Inequalities for the M/G/∞ queue and related shot noise processes
- Intertwining and commutation relations for birth-death processes
- Stochastic inequalities between customer-stationary and time-stationary characteristics of queueing systems with point processes
Cites work
- A new modified logarithmic Sobolev inequality for Poisson point processes and several applications
- Blocking probabilities in large circuit-switched networks
- Clark-Ocone formulas and Poincaré inequalities of the discrete cube
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Entropies, convexity, and functional inequalities: on \(\Phi\)-entropies and \(\Phi\)-Sobolev inequalities
- Entropy dissipation estimates in a zero-range dynamics
- Entropy inequalities for unbounded spin systems
- Functional inequalities for discrete gradients and application to the geometric distribution
- scientific article; zbMATH DE number 1574603 (Why is no real title available?)
- scientific article; zbMATH DE number 3148801 (Why is no real title available?)
- scientific article; zbMATH DE number 5504804 (Why is no real title available?)
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 4082671 (Why is no real title available?)
- scientific article; zbMATH DE number 1236226 (Why is no real title available?)
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- scientific article; zbMATH DE number 665662 (Why is no real title available?)
- scientific article; zbMATH DE number 1069282 (Why is no real title available?)
- scientific article; zbMATH DE number 1947316 (Why is no real title available?)
- scientific article; zbMATH DE number 1358323 (Why is no real title available?)
- Logarithmic Sobolev inequalities for finite Markov chains
- Logarithmic Sobolev inequality for zero-range dynamics
- Logarithmic Sobolev inequality for zero-range dynamics: independence of the number of particles
- Loss networks
- Markov Chains
- Modified log-sobolev inequalities, mixing and hypercontractivity
- Modified logarithmic Sobolev inequalities for some models of random walk
- Moment inequalities for functions of independent random variables
- On limit laws for service processes in multi-channel systems
- On logarithmic Sobolev inequalities for continuous time random walks on graphs
- On modified logarithmic Sobolev inequalities for Bernoulli and Poisson measures
- Preservation of log-concavity on summation
- Spectral gap estimates for interacting particle systems via a Bochner-type identity
- Variational formulas of Poincaré-type inequalities for birth-death processes.
Cited in
(19)- A -entropy contraction inequality for Gaussian vectors
- Fluctuations of bridges, reciprocal characteristics and concentration of measure
- A discrete log-Sobolev inequality under a Bakry-Émery type condition
- Intertwining and commutation relations for birth-death processes
- Poisson-type deviation inequalities for curved continuous-time Markov chains
- Bernstein-von Mises Theorem for M|M|1 Queue
- Explicit Formulas for a Continuous Stochastic Maturation Model: Application to Anticancer Drug Pharmacokinetics/Pharmacodynamics
- Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures
- Intertwining relations for one-dimensional diffusions and application to functional inequalities
- Uncertainty quantification for Markov processes via variational principles and functional inequalities
- Exponential decay of matrix Φ-entropies on Markov semigroups with applications to dynamical evolutions of quantum ensembles
- From Boltzmann to random matrices and beyond
- A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature
- Universal cutoff for Dyson Ornstein Uhlenbeck process
- Semi-log-convexity of \(\operatorname{M}/\operatorname{M}/\infty\) queues on \(\mathbb{Z}_+\)
- Convex entropy decay via the Bochner-Bakry-Emery approach
- Log-concavity and the maximum entropy property of the Poisson distribution
- On gradient bounds for the heat kernel on the Heisenberg group
- Phi-entropy inequalities for diffusion semigroups
This page was built for publication: Binomial-Poisson entropic inequalities and the M/M/∞queue
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5429581)
