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Entropy Contractions in Markov Chains: Half-Step, Full-Step and Continuous-Time

By Pietro Caputo and others
This paper considers the speed of convergence (mixing) of a finite Markov kernel P with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the n-step transition kernel given by the matrix power P^n) or a continuous-time Markov process (with the... Show more
September 12, 2024
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Entropy Contractions in Markov Chains: Half-Step, Full-Step and Continuous-Time
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