Open Access
2015 On $\mathcal{H}^1$ and entropic convergence for contractive PDMP
Pierre Monmarché
Author Affiliations +
Electron. J. Probab. 20: 1-30 (2015). DOI: 10.1214/EJP.v20-3581

Abstract

Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functional inequalities. A method to establish Poincaré (and more generally Beckner) inequalities with respect to a diffusion-type energy for the invariant law of such hybrid processes is developed.

Citation

Download Citation

Pierre Monmarché. "On $\mathcal{H}^1$ and entropic convergence for contractive PDMP." Electron. J. Probab. 20 1 - 30, 2015. https://doi.org/10.1214/EJP.v20-3581

Information

Received: 4 June 2014; Accepted: 24 November 2015; Published: 2015
First available in Project Euclid: 4 June 2016

zbMATH: 1332.60123
MathSciNet: MR3438742
Digital Object Identifier: 10.1214/EJP.v20-3581

Subjects:
Primary: 60J75

Keywords: functional inequalities , PDMP

Vol.20 • 2015
Back to Top