We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy decays in a convex way. The method is shown to be rather powerful when applied to a class of birth and death processes. We then consider other examples, including inhomogeneous zero-range processes and Bernoulli–Laplace models. For these two models, known results were limited to the homogeneous case, and obtained via the martingale approach, whose applicability to inhomogeneous models is still unclear.

Convex entropy decay via the Bochner–Bakry–Emery approach / Caputo, P; DAI PRA, P; Posta, Gustavo. - In: ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES. - ISSN 0246-0203. - STAMPA. - 45:(2009), pp. 734-753. [10.1214/08-AIHP183]

Convex entropy decay via the Bochner–Bakry–Emery approach

POSTA, GUSTAVO
2009

Abstract

We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy decays in a convex way. The method is shown to be rather powerful when applied to a class of birth and death processes. We then consider other examples, including inhomogeneous zero-range processes and Bernoulli–Laplace models. For these two models, known results were limited to the homogeneous case, and obtained via the martingale approach, whose applicability to inhomogeneous models is still unclear.
2009
01 Pubblicazione su rivista::01a Articolo in rivista
Convex entropy decay via the Bochner–Bakry–Emery approach / Caputo, P; DAI PRA, P; Posta, Gustavo. - In: ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES. - ISSN 0246-0203. - STAMPA. - 45:(2009), pp. 734-753. [10.1214/08-AIHP183]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/615404
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