Remarks on hypercontractivity and entropy evolution of finite Markov chains

DOI10.1007/BFB0119300MaRDI QIDQ4349234zbMATH OpenFDO

Authors Laurent Miclo

Publication date 6 October 1997

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=SPS_1997__31__136_0, https://eudml.org/doc/113948

zbMATH Keywords

hypercontractivitysimulated annealing algorithmsSobolev logarithmic inequalities

Mathematics Subject Classification ID

Equations and inequalities involving linear operators, with vector unknowns (47A50) Applications of operator theory in probability theory and statistics (47N30) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

The author shows the usefulness of certain Sobolev logarithmic inequalities in studying hypercontractivity and evolution of entropy for finite-state discrete-time homogeneous Markov chains. An application is given to generalized simulated annealing algorithms in discrete time. For the entire collection see [Zbl 0864.00069].

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Cited in

(23)

• The logarithmic Sobolev constant of some finite Markov chains
• About relaxation time of finite generalized Metropolis algorithms
• Stability of logarithmic Sobolev inequalities under a noncommutative change of measure
• Entropy decay in the Swendsen-Wang dynamics on \(\mathbb{Z}^d\)
• Eventually entanglement breaking Markovian dynamics: structure and characteristic times
• Logarithmic Sobolev inequalities for finite Markov chains
• A Monte Carlo estimation of the entropy for Markov chains
• Entropy production of doubly stochastic quantum channels
• Long time behavior of Markov processes
• Une variante de l'inégalité de Cheeger pour les chaînes de Markov finies
• Some drawbacks of finite modified logarithmic Sobolev inequalities
• Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities
• Hypercontractivity of Spherical Averages in Hamming Space
• From Boltzmann to random matrices and beyond
• On quantitative convergence to quasi-stationarity
• Quantitative merging for time inhomogeneous Markov chains in non-decreasing environments via functional inequalities
• Expanderizing higher-order random walks
• Mixing time of a matrix random walk generated by elementary transvections
• Markov chain entropy games and the geometry of their Nash equilibria
• Expanderizing higher-order random walks
• Entropy contractions in Markov chains: half-step, full-step and continuous-time
• Analysis of Langevin Monte Carlo from Poincaré to log-Sobolev
• Optimal mixing of Glauber dynamics: entropy factorization via high-dimensional expansion

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