Displaying similar documents to “On logarithmic Sobolev inequalities for normal martingales”

Skew-product representations of multidimensional Dunkl Markov processes

Oleksandr Chybiryakov (2008)

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

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In this paper we obtain skew-product representations of the multidimensional Dunkl processes which generalize the skew-product decomposition in dimension 1 obtained in L. Gallardo and M. Yor. Some remarkable properties of the Dunkl martingales. , 2006. We also study the radial part of the Dunkl process, i.e. the projection of the Dunkl process on a Weyl chamber.

Convex entropy decay via the Bochner–Bakry–Emery approach

Pietro Caputo, Paolo Dai Pra, Gustavo Posta (2009)

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

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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...