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An entropic variational structure for nonreversible Markov chains

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Speaker: 
Jan Maas
Affiliation: 
IST Austria
Date: 
Thu, 2017-09-28 09:30 - 10:30
Location: 
MPIM Lecture Hall

We present a variational structure for nonreversible Markov chains, which generalises the entropy gradient flow formulation that holds in the reversible setting. As an application we derive various functional inequalities. This is based on joint work with Dominik Forkert.

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