School of Technology and Computer Science Seminars
Convex Relative Entropy Decay in Markov Chains
by Prof. Venkat Anantharam (University of California, Berkeley, USA)
Tuesday, August 5, 2014
from
to
(Asia/Kolkata)
at Colaba Campus ( D-405 (D-Block Seminar Room) )
at Colaba Campus ( D-405 (D-Block Seminar Room) )
Description |
Consider an irreducible continuous time Markov chain with a finite or a countably infinite number of states and admitting a unique stationary probability distribution. The relative entropy of the distribution of the chain at any time with respect to the stationary distribution is a monotonically decreasing function of time. It is interesting to ask if this function is convex. We discuss this question for finite Markov chains and for Jackson networks, which are a class of countable state Markov chains of interest in modelingnetworks of queues (joint work with Varun Jog). |