pith. sign in

arxiv: 1510.05936 · v4 · pith:PSR6QIOZnew · submitted 2015-10-20 · 🧮 math.PR

Generalized Gamma calculus and application to interacting particles on a graph

classification 🧮 math.PR
keywords calculusinequalitiesinteractingoptimalparticlesapplicationbakry-blocks
0
0 comments X
read the original abstract

The classical Bakry-\'Emery calculus is extended to study, for degenerated (non-elliptic, non-reversible, or non-diffusive) Markov processes, questions such as hypoellipticity, hypocoercivity, functional inequalities or Wasserstein contraction. In particular we obtain the optimal speed of convergence to equilibrium for any ergodic Ornstein-Uhlenbeck process, which is given by the spectral gap of the drift matrix and the size of the corresponding Jordan blocks. We also study chains of $N$ interacting overdamped particles and establish for their invariant measures log-Sobolev inequalities with constants of order $N^2$, which is optimal.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.