On the Convexity of the Entropy along Entropic Interpolations


Convexity properties of the entropy along displacement interpolations are crucial in the Lott-Sturm-Villani theory of lower bounded curvature of geodesic measure spaces. As discrete spaces fail to be geodesic, an alternate analogous theory is necessary in the discrete setting. Replacing displacement interpolations by entropic ones allows for developing a rigorous calculus, in contrast with Otto’s informal calculus. When the underlying state space is a Riemannian manifold, we show that the first and second derivatives of the entropy as a function of time along entropic interpolations are expressed in terms of the standard Bakry-Émery operators Γ and Γ2. On the other hand, in the discrete setting new operators appear. Our approach is probabilistic; it relies on the Markov property and time reversal. We illustrate these calculations by means of Brownian diffusions on manifolds and random walks on graphs. We also give a new unified proof, covering both the manifold and graph cases, of a logarithmic Sobolev inequality in connection with convergence to equilibrium.

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@inproceedings{Lonard2013OnTC, title={On the Convexity of the Entropy along Entropic Interpolations}, author={Christian L{\'e}onard}, year={2013} }