On $\mathcal H^1$ and entropic convergence for contractive PDMP

Pierre Monmarché (1)

1 LJLL - Laboratoire Jacques-Louis Lions

Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functional inequalities. A method to establish Poincar\'e (and more generaly Beckner) inequalities with respect to a diffusion-type energy for the invariant law of such hybrid processes is developped.

Domaines: Probabilités [math.PR]; Equations aux dérivées partielles [math.AP]

Pierre Monmarché. On $\mathcal H^1$ and entropic convergence for contractive PDMP. 2018. ⟨hal-01716322⟩