连续时间马尔可夫链曲率维条件下的熵信息不等式

Frederic Weber
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引用次数: 2

摘要

在可逆连续时间马尔可夫链的情况下,从证明有限维项下的Li-Yau不等式和证明正曲率界下的修正对数Sobolev不等式两方面证明了$CD_\Upsilon$条件与扩散情况下的Bakry-Emery条件是一致的类比。在这篇文章中,我们研究了两者都给定的情况,即有限维项和正曲率界。为此,我们引入$CD_\Upsilon(\kappa,F)$条件,其中的维数项由所谓的$CD$-函数$F$表示。我们推导出关于熵和费雪信息的函数不等式,我们称之为熵信息不等式。进一步,我们推导了熵-信息不等式的应用,如超收缩界、Lipschitz函数的指数可积性、有限直径界和著名的纳什不等式的修正版本。
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Entropy-information inequalities under curvature-dimension conditions for continuous-time Markov chains
In the setting of reversible continuous-time Markov chains, the $CD_\Upsilon$ condition has been shown recently to be a consistent analogue to the Bakry-Emery condition in the diffusive setting in terms of proving Li-Yau inequalities under a finite dimension term and proving the modified logarithmic Sobolev inequality under a positive curvature bound. In this article we examine the case where both is given, a finite dimension term and a positive curvature bound. For this purpose we introduce the $CD_\Upsilon(\kappa,F)$ condition, where the dimension term is expressed by a so called $CD$-function $F$. We derive functional inequalities relating the entropy to the Fisher information, which we will call entropy-information inequalities. Further, we deduce applications of entropy-information inequalities such as ultracontractivity bounds, exponential integrability of Lipschitz functions, finite diameter bounds and a modified version of the celebrated Nash inequality.
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