Some drawbacks of finite modified logarithmic Sobolev inequalities

Authors

  • Laurent Miclo

DOI:

https://doi.org/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.

References

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Miclo, L., Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes de Markov finies, in “Séminaire de Probabilités, XXXI”, Lecture Notes in Math., vol. 1655, Springer, Berlin, 1997, pp. 136--167. https://doi.org/10.1007/BFb0119300

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Published

2018-08-06

How to Cite

Miclo, L. (2018). Some drawbacks of finite modified logarithmic Sobolev inequalities. MATHEMATICA SCANDINAVICA, 123(1), 147–159. https://doi.org/10.7146/math.scand.a-105279

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Section

Articles