On H^1 and entropic convergence for contractive PDMP
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Publication:907968
DOI10.1214/EJP.V20-3581zbMATH Open1332.60123arXiv1404.4220MaRDI QIDQ907968FDOQ907968
Authors: Pierre Monmarché
Publication date: 2 February 2016
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functional inequalities. A method to establish Poincar'e (and more generaly Beckner) inequalities with respect to a diffusion-type energy for the invariant law of such hybrid processes is developped.
Full work available at URL: https://arxiv.org/abs/1404.4220
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Cited In (16)
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