Skip to main content

An entropic variational structure for nonreversible Markov chains

Posted in
Speaker: 
Jan Maas
Zugehörigkeit: 
IST Austria
Datum: 
Don, 28/09/2017 - 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.

© MPI f. Mathematik, Bonn Impressum & Datenschutz
-A A +A