2000 character limit reached
Exponential decay of Rényi divergence under Fokker-Planck equations (1805.06554v2)
Published 16 May 2018 in math.AP
Abstract: We prove the exponential convergence to the equilibrium, quantified by R\'enyi divergence, of the solution of the Fokker-Planck equation with drift given by the gradient of a strictly convex potential. This extends the classical exponential decay result on the relative entropy for the same equation.
Sponsor
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.