A large deviations perspective on functional inequalities
Date
Tuesday, October 29, 2019 16:30 - 17:30
Speaker
Giovanni Conforti (Ecole Polytechnique)
Location
Heinzel Seminar Room / Office Bldg West (I21.EG.101)
Series
Seminar/Talk
Tags
Mathematics and CS Seminar, mathematical_seminar_ics
Host
M. Beiglböck, N. Berestycki, L. Erdös, J. Maas
Contact
Functional inequalities are powerful tools to quantify the rate of convergence to equilibrium of Markov processes or to obtain concentration of measure inequalities.The aim of this talk is to explore a novel class of functional inequalities that has been recently obtained in connection with the Schrdinger problem and to show how they can applied to obtain quantitative rates of convergence to equilibrium for (mean field) stochastic control problems.
Leveraging the large deviations interpretation of the Schrdinger 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.