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.
CITATION STYLE
Cao, Y., Lu, J., & Lu, Y. (2019). Exponential Decay of Rényi Divergence Under Fokker–Planck Equations. Journal of Statistical Physics, 176(5), 1172–1184. https://doi.org/10.1007/s10955-019-02339-8
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