Entropic turnpike estimates for the kinetic Schrödinger problem

Alberto Chiarini, Giovanni Conforti, Giacomo Greco, Zhenjie Ren

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Samenvatting

We investigate the kinetic Schrödinger problem, obtained considering Langevin dynamics instead of Brownian motion in Schrödinger’s thought experiment. Under a quasilinearity assumption we establish exponential entropic turnpike estimates for the corresponding Schrödinger bridges and exponentially fast convergence of the entropic cost to the sum of the marginal entropies in the long-time regime, which provides as a corollary an entropic Talagrand inequality. In order to do so, we benefit from recent advances in the understanding of classical Schrödinger bridges and adaptations of Bakry–Émery formalism to the kinetic setting. Our quantitative results are complemented by basic structural results such as dual representation of the entropic cost and the existence of Schrödinger potentials.
Originele taal-2Engels
Artikelnummer131
Aantal pagina's32
TijdschriftElectronic Journal of Probability
Volume27
DOI's
StatusGepubliceerd - 2022

Financiering

*Giovanni Conforti acknowledges funding from the grant SPOT (ANR-20-CE40-0014). Giacomo Greco acknowledges support from NWO Research Project 613.009.111 “Analysis meets Stochastics: Scaling limits in complex systems”. This research was also partially funded by Nuffic in the framework of the Van Gogh Programme under the title “The kinetic Schrödinger Problem”. †Università degli Studi di Padova, Department of Mathematics Tullio Levi-Civita, 35121 Padova, Italy. E-mail: [email protected] ‡École Polytechnique, Département de Mathématiques Appliqués, Palaiseau, France. E-mail: [email protected] §Eindhoven University of Technology, Department of Mathematics and Computer Science, 5600 MB Eindhoven, The Netherlands. E-mail: [email protected] ¶Université Paris-Dauphine, Ceremade, PSL Research University, 75016 Paris, France. E-mail: [email protected]

FinanciersFinanciernummer
Nederlandse Organisatie voor Wetenschappelijk Onderzoek613.009.111

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