Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities
type: Item
instance of: scholarly article
title: Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities
zbMATH Open document ID: 1501.47073
DOI: 10.1137/19M1237429
author: Jeremiah Birrell
author: Luc Rey-Bellet
published in: SIAM/ASA Journal on Uncertainty Quantification
publication date: 2020-04-24T00:00:00Z
full work available at URL: https://arxiv.org/abs/1812.05174
Mathematics Subject Classification ID: 47D07
Mathematics Subject Classification ID: 39B72
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 7193421
zbMATH Keywords: uncertainty quantification
zbMATH Keywords: Markov process
zbMATH Keywords: relative entropy
zbMATH Keywords: Poincaré inequality
zbMATH Keywords: \(\log\)-Sobolev inequality
zbMATH Keywords: Liapunov function
zbMATH Keywords: Bernstein inequality
MaRDI profile type: MaRDI publication profile
arXiv ID: 1812.05174
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description: scientific article; zbMATH DE number 7193421