Miclo, Laurent
(2018)
Some drawbacks of finite modified logarithmic Sobolev inequalities.
Mathematica Scandinavica, vol.123 (n°1).
pp. 147-159.
Abstract
Classically, finite modified logarithmic Sobolev inequalities are used to deduce a differential inequality for the evolution of the relative entropy with respect to the invariant measure. We will check that these inequalities are ill-behaved with respect, on one hand, to the symmetrization procedure, and on the other hand, to the umbrella sampling procedure for Poincaré inequalities. A short spectral proof of the latter method is given to estimate the spectral gap of a finite reversible Markov generator L in terms of the spectral gap of the restrictions of L on two subsets whose union is the whole state space and whose intersection is not empty.
| Item Type: | Article |
|---|---|
| Language: | English |
| Date: | 2018 |
| Refereed: | Yes |
| Place of Publication: | Copenhague |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 11 Mar 2022 10:05 |
| Last Modified: | 11 Mar 2022 10:05 |
| OAI Identifier: | oai:tse-fr.eu:33308 |
| URI: | https://publications.ut-capitole.fr/id/eprint/44838 |

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