Weak Poincaré inequalities for convergence rate of degenerate diffusion processes

DOI10.1214/18-AOP1328zbMath1472.60096arXiv1703.04821OpenAlexW2608711819MaRDI QIDQ2280544

Yanyan Li

Publication date: 18 December 2019

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.04821

zbMATH Keywords

convergence rateweak Poincaré inequalitydegenerate diffusion semigrouphypocercivity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Ergodicity, mixing, rates of mixing (37A25) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)

Related Items (12)

Hypocoercivity with Schur complements ⋮ Essential m-dissipativity for possibly degenerate generators of infinite-dimensional diffusion processes ⋮ Quantitative spectral gaps for hypoelliptic stochastic differential equations with small noise ⋮ Convergence rate for degenerate partial and stochastic differential equations via weak Poincaré inequalities ⋮ Overdamped limit of generalized stochastic Hamiltonian systems for singular interaction potentials ⋮ A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators ⋮ Well-posedness and long time behavior of singular Langevin stochastic differential equations ⋮ Hypocoercivity of piecewise deterministic Markov process-Monte Carlo ⋮ Sub-exponential rate of convergence to equilibrium for processes on the half-line ⋮ Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs ⋮ Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods ⋮ Nonwoven production processes

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