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arxiv: 0812.0800 · v3 · pith:U2CZL7TSnew · submitted 2008-12-03 · 🧮 math.PR

Phi-entropy inequalities for diffusion semigroups

classification 🧮 math.PR
keywords inequalitiesdiffusionequationssemigroupsanalysisappearsasymptoticbakry
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We obtain and study new $\Phi$-entropy inequalities for diffusion semigroups, with Poincar\'e or logarithmic Sobolev inequalities as particular cases. From this study we derive the asymptotic behaviour of a large class of linear Fokker-Plank type equations under simple conditions, widely extending previous results. Nonlinear diffusion equations are also studied by means of these inequalities. The $\Gamma_2$ criterion of D. Bakry and M. Emery appears as a main tool in the analysis, in local or integral forms.

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