Geodesic convexity of the relative entropy in reversible Markov chains
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 1650 | |
dc.contributor.author | Mielke, Alexander | |
dc.date.accessioned | 2016-03-24T17:38:42Z | |
dc.date.available | 2019-06-28T08:06:35Z | |
dc.date.issued | 2011 | |
dc.description.abstract | We consider finite-dimensional, time-continuous Markov chains satisfying the detailed balance condition as gradient systems with the relative entropy E as driving functional. The Riemannian metric is defined via its inverse matrix called the Onsager matrix K. We provide methods for establishing geodesic λ-convexity of the entropy and treat several examples including some more general nonlinear reaction systems. | eng |
dc.description.version | publishedVersion | eng |
dc.format | application/pdf | |
dc.identifier.issn | 0946-8633 | |
dc.identifier.uri | https://doi.org/10.34657/2431 | |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/2422 | |
dc.language.iso | eng | eng |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | eng |
dc.relation.issn | 0946-8633 | eng |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | eng |
dc.subject.other | Markov chain | eng |
dc.subject.other | detailed balance | eng |
dc.subject.other | relative entropy | eng |
dc.subject.other | Onsager matrix | eng |
dc.subject.other | harmonic mean | eng |
dc.subject.other | geodesic convexity | eng |
dc.title | Geodesic convexity of the relative entropy in reversible Markov chains | eng |
dc.type | Report | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | WIAS | eng |
wgl.subject | Mathematik | eng |
wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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