Currently displaying 1 – 7 of 7

Showing per page

Order by Relevance | Title | Year of publication

Convex entropy decay via the Bochner–Bakry–Emery approach

Pietro CaputoPaolo Dai PraGustavo Posta — 2009

Annales de l'I.H.P. Probabilités et statistiques

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...

Page 1

Download Results (CSV)