A large deviations perspective on functional inequalities

Jeudi 14 novembre 2019 15:45-16:45 - Giovanni Conforti - CMAP, Ecole Polytechnique.

Résumé : Functional inequalities are powerful tools to quantify the rate of convergence to equilibrium of Markov processes or to study the concentration of measure phenomenon.The aim of this talk is to explore a novel class of functional inequalities that has been recently obtained in connection with the Schrödinger problem and to show how they can be applied to obtain quantitative rates of convergence to equilibrium for (mean field) stochastic control problems. Leveraging the large deviations interpretation of the Schrödinger problem, we will also present some ideas that allow to define an abstract notion of transport inequality associated with a large deviation principle and test this definition on some model examples.

A large deviations perspective on functional inequalities  Version PDF