Logarithmic Sobolev inequality and strong ergodicity for birth-death processes (Q1034903)
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English | Logarithmic Sobolev inequality and strong ergodicity for birth-death processes |
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Logarithmic Sobolev inequality and strong ergodicity for birth-death processes (English)
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9 November 2009
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The aim of the paper is to show by examples that the strong ergodicity and the logarithmic Sobolev inequality are incomparable for ergodic birth and death processes. The first example demonstrates that a birth and death process with birth rates \(b_n=n+1\) and death rates \(a_n=ne\) is not strongly ergodic, yet verifies the logarithmic Sobolev inequality. The second example exhibits a birth and death process with \(b_n=e^{-n^2}\) and \(a_n=n^2\) which is strongly ergodic, but does not verify the logarithmic Sobolev inequality. Finally, in case of general birth and death processes two conditions are given, the first of these ensures that if a process verifies the logarithmic Sobolev inequality then it is strongly ergodic; and the second treats the converse implication.
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strong ergodicity
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logarithmic Sobolev inequality
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birth death processes
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