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
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
UNINELMBPLMBPLMBPLMBP
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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