Journal article 977 views 188 downloads
Weak Poincaré inequalities for convergence rate of degenerate diffusion processes
Martin Grothaus,
Feng-yu Wang
The Annals of Probability, Volume: 47, Issue: 5, Pages: 2930 - 2952
Swansea University Author: Feng-yu Wang
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DOI (Published version): 10.1214/18-aop1328
Abstract
For a contraction C0-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincaré inequalities for the symmetric and antisymmetric part of the generator. As applications, nonexponential convergence rate is characterized for a class of degenerate diffusion processes,...
| Published in: | The Annals of Probability |
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| ISSN: | 0091-1798 |
| Published: |
Institute of Mathematical Statistics
2019
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa46123 |
| Abstract: |
For a contraction C0-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincaré inequalities for the symmetric and antisymmetric part of the generator. As applications, nonexponential convergence rate is characterized for a class of degenerate diffusion processes, so that the study of hypocoercivity is extended. Concrete examples are presented. |
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| Keywords: |
Convergence rate , Degenerate diffusion semigroup , hypocercivity , Weak Poincaré inequality |
| College: |
Faculty of Science and Engineering |
| Issue: |
5 |
| Start Page: |
2930 |
| End Page: |
2952 |