We establish an expansion by Γ-convergence of the Fisher information relative to the reference measure e-βV dx, where V is a generic multiwell potential and β → ∞. The expansion reveals a hierarchy of scales reecting the metastable behavior of the underlying overdamped Langevin dynamics: Distinct scales emerge and become relevant depending on whether one considers probability measures concentrated on local minima of V , probability measures concentrated on critical points of V , or generic probability measures on Rd. We thus fully describe the asymptotic behavior of minima of the Fisher information over regular sets of probabilities. The analysis mostly relies on spectral properties of diffusion operators and the related semi-classical Witten Laplacian and also covers the case of a compact smooth manifold as underlying space.
Full metastable asymptotic of the Fisher information / Di Gesù, Giacomo; Mariani, Mauro. - In: SIAM JOURNAL ON MATHEMATICAL ANALYSIS. - ISSN 0036-1410. - 49:4(2017), pp. 3048-3072. [10.1137/16M1077805]
Full metastable asymptotic of the Fisher information
Di Gesù, Giacomo;Mariani, Mauro
2017
Abstract
We establish an expansion by Γ-convergence of the Fisher information relative to the reference measure e-βV dx, where V is a generic multiwell potential and β → ∞. The expansion reveals a hierarchy of scales reecting the metastable behavior of the underlying overdamped Langevin dynamics: Distinct scales emerge and become relevant depending on whether one considers probability measures concentrated on local minima of V , probability measures concentrated on critical points of V , or generic probability measures on Rd. We thus fully describe the asymptotic behavior of minima of the Fisher information over regular sets of probabilities. The analysis mostly relies on spectral properties of diffusion operators and the related semi-classical Witten Laplacian and also covers the case of a compact smooth manifold as underlying space.File | Dimensione | Formato | |
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