{ "id": "2501.16092", "version": "v2", "published": "2025-01-27T14:40:00.000Z", "updated": "2025-02-10T14:18:48.000Z", "title": "Log-Sobolev Inequality for Decoupled and McKean-Vlasov SDEs and Application on Exponential Ergodicity", "authors": [ "Xing Huang", "Eva Kopfer", "Panpan Ren" ], "comment": "25 pages", "categories": [ "math.PR" ], "abstract": "The exponential ergodicity in the \\( L^1 \\)-Wasserstein distance for partially dissipative McKean-Vlasov SDEs has been extensively studied. However, the question of exponential ergodicity in the \\( L^2 \\)-Wasserstein distance and relative entropy has remained unresolved. This paper addresses the problem by establishing the log-Sobolev inequality for both the time-marginal distributions and the invariant probability measure, providing a positive resolution. As part of the groundwork, the log-Sobolev inequality is investigated for the associated time-inhomogeneous semigroup. The main results are further extended to degenerate diffusion.", "revisions": [ { "version": "v2", "updated": "2025-02-10T14:18:48.000Z" } ], "analyses": { "keywords": [ "log-sobolev inequality", "exponential ergodicity", "application", "invariant probability measure", "paper addresses" ], "note": { "typesetting": "TeX", "pages": 25, "language": "en", "license": "arXiv", "status": "editable" } } }