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arxiv: 1404.4220 · v5 · pith:CTXZRG3Fnew · submitted 2014-04-16 · 🧮 math.PR

On mathcal H¹ and entropic convergence for contractive PDMP

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keywords convergenceinequalitiesprocessesbecknerclasscontractivedeterministicdevelopped
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Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functional inequalities. A method to establish Poincar\'e (and more generaly Beckner) inequalities with respect to a diffusion-type energy for the invariant law of such hybrid processes is developped.

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