Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities

Saloff-Coste, L.; Zúñiga, J.

Ann. Probab., Tome 39 (2011) no. 1, p. 1161-1203 / Harvested from Project Euclid

Résumé

We study time-inhomogeneous Markov chains with finite state spaces using Nash and logarithmic-Sobolev inequalities, and the notion of c-stability. We develop the basic theory of such functional inequalities in the time-inhomogeneous context and provide illustrating examples.

Publié le : 2011-05-15
Classification: Time-inhomogeneous Markov chains, spectral techniques, Nash inequalities, log-Sobolev inequalities, 60J10

@article{1300281736,
     author = {Saloff-Coste, L. and Z\'u\~niga, J.},
     title = {Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities},
     journal = {Ann. Probab.},
     volume = {39},
     number = {1},
     year = {2011},
     pages = { 1161-1203},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1300281736}
}

Saloff-Coste, L.; Zúñiga, J. Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities. Ann. Probab., Tome 39 (2011) no. 1, pp.  1161-1203. http://gdmltest.u-ga.fr/item/1300281736/