Miclo, Laurent (2018) Some drawbacks of finite modified logarithmic Sobolev inequalities. Mathematica Scandinavica, vol.123 (n°1). pp. 147-159.

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Identification Number : 10.7146/math.scand.a-105279

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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