The logarithmic Sobolev inequality for the Wasserstein diffusion (Q839418)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The logarithmic Sobolev inequality for the Wasserstein diffusion |
scientific article; zbMATH DE number 5601405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The logarithmic Sobolev inequality for the Wasserstein diffusion |
scientific article; zbMATH DE number 5601405 |
Statements
The logarithmic Sobolev inequality for the Wasserstein diffusion (English)
0 references
2 September 2009
0 references
The Wasserstein space \(({\mathcal{P}(X)},d_2^W)\) is the space of Borel probability measures on a metric space \(X\) equipped with a suitably defined distance structure. When \(X=[0,1]\), we denote \({\mathcal{P}(X)}\) by \({\mathcal{P}}_0\). Recently, \textit{M.-K. von Renesse} and \textit{K.-T. Sturm} in [Ann. Probab. 37, No.~3, 1114--1191 (2009; Zbl 1177.60066)], constructed a time-reversible diffusion process \(\mathbb{M}=((X_t)_{t\geq 0}, (P_g)_{g\in {\mathcal{G}}_0}\) on the space \({\mathcal{G}}_0:=\{\,g : [0,1[ \to [0,1]\, \text{right continuous, nondecreasing}\}\). The existence of this process is shown, using the theory of symmetric Dirichlet form. In the paper under review, the authors establish that the Dirichlet form associated with the Wasserstein diffusion satisfies a logarithmic Sobolev inequality.
0 references
Dirichlet form
0 references
Logarithmic Sobolev inequality
0 references
Wasserstein diffusion
0 references
entropy
0 references
0 references
0.95879567
0 references
0.9456818
0 references
0.92910385
0 references
0.9189252
0 references
0.9104534
0 references