{"title":"基于无维浓度的马尔可夫过程的传输信息不等式的表征","authors":"D. Lacker, L. Yeung","doi":"10.1214/22-aihp1249","DOIUrl":null,"url":null,"abstract":"Inequalities between transportation costs and Fisher information are known to characterize certain concentration properties of Markov processes around their invariant measures. This note provides a new characterization of the quadratic transportation-information inequality $W_2I$ in terms of a dimension-free concentration property for i.i.d. (conditionally on the initial positions) copies of the underlying Markov process. This parallels Gozlan's characterization of the quadratic transportation-entropy inequality $W_2H$. The proof is based on a new Laplace-type principle for the operator norms of Feynman-Kac semigroups, which is of independent interest. Lastly, we illustrate how both our theorem and (a form of) Gozlan's are instances of a general convex-analytic tensorization principle.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":"189 1","pages":""},"PeriodicalIF":1.5000,"publicationDate":"2020-12-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration\",\"authors\":\"D. Lacker, L. Yeung\",\"doi\":\"10.1214/22-aihp1249\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Inequalities between transportation costs and Fisher information are known to characterize certain concentration properties of Markov processes around their invariant measures. This note provides a new characterization of the quadratic transportation-information inequality $W_2I$ in terms of a dimension-free concentration property for i.i.d. (conditionally on the initial positions) copies of the underlying Markov process. This parallels Gozlan's characterization of the quadratic transportation-entropy inequality $W_2H$. The proof is based on a new Laplace-type principle for the operator norms of Feynman-Kac semigroups, which is of independent interest. Lastly, we illustrate how both our theorem and (a form of) Gozlan's are instances of a general convex-analytic tensorization principle.\",\"PeriodicalId\":42884,\"journal\":{\"name\":\"Annales de l Institut Henri Poincare D\",\"volume\":\"189 1\",\"pages\":\"\"},\"PeriodicalIF\":1.5000,\"publicationDate\":\"2020-12-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annales de l Institut Henri Poincare D\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/22-aihp1249\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"PHYSICS, MATHEMATICAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales de l Institut Henri Poincare D","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/22-aihp1249","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"PHYSICS, MATHEMATICAL","Score":null,"Total":0}
引用次数: 0
摘要
已知运输成本和费雪信息之间的不等式表征了马尔可夫过程围绕其不变测度的某些集中性质。本文给出了二次输运信息不等式$W_2I$的一个新的表征,该表征是基于基础马尔可夫过程的i / i / d(有条件地在初始位置上)副本的无维集中性质。这与Gozlan对二次输运-熵不等式的描述相似。本文的证明是基于Feynman-Kac半群算子范数的一个新的拉普拉斯原理,具有独立的研究意义。最后,我们说明了我们的定理和Gozlan的定理(一种形式)是一般凸解析张化原理的实例。
A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration
Inequalities between transportation costs and Fisher information are known to characterize certain concentration properties of Markov processes around their invariant measures. This note provides a new characterization of the quadratic transportation-information inequality $W_2I$ in terms of a dimension-free concentration property for i.i.d. (conditionally on the initial positions) copies of the underlying Markov process. This parallels Gozlan's characterization of the quadratic transportation-entropy inequality $W_2H$. The proof is based on a new Laplace-type principle for the operator norms of Feynman-Kac semigroups, which is of independent interest. Lastly, we illustrate how both our theorem and (a form of) Gozlan's are instances of a general convex-analytic tensorization principle.