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Convergence of non-reversible Markov processes via lifting and flow Poincar{\'e} inequality

Convergence of non-reversible Markov processes via lifting and flow Poincar{\'e} inequality

来源:Arxiv_logoArxiv
英文摘要

We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e} inequality, a space-time Poincar{\'e} inequality along trajectories of the semigroup, and a general divergence lemma based only on the Dirichlet form of an underlying reversible diffusion. We demonstrate the versatility of our approach by applying it to a pair of run-and-tumble particles with jamming, a model from non-equilibrium statistical mechanics, and several piecewise deterministic Markov processes used in sampling applications, in particular including general stochastic jump kernels.

Leo Hahn、Manon Michel、Francis L?rler、Arnaud Guillin、Andreas Eberle

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物理学

Leo Hahn,Manon Michel,Francis L?rler,Arnaud Guillin,Andreas Eberle.Convergence of non-reversible Markov processes via lifting and flow Poincar{\'e} inequality[EB/OL].(2025-03-06)[2025-05-11].https://arxiv.org/abs/2503.04238.点此复制

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