Publications [#344664] of Jianfeng Lu

Papers Published

1. Cao, Y; Lu, J; Lu, Y, Exponential Decay of Rényi Divergence Under Fokker–Planck Equations, Journal of Statistical Physics, vol. 176 no. 5 (September, 2019), pp. 1172-1184 [doi]
   (last updated on 2024/04/18)

   Abstract:
   We prove the exponential convergence to the equilibrium, quantified by Rényi 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.