A subexponential upper bound for entropy convergence of Markov chains with a spectral gap (Q1291154)
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English | A subexponential upper bound for entropy convergence of Markov chains with a spectral gap |
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A subexponential upper bound for entropy convergence of Markov chains with a spectral gap (English)
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16 January 2000
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Let \(P\) be a Markov kernel on a measurable space \(S\) with an invariant probability \(\mu\). Let \(P^*\) be the adjoint operator of \(P\) on \(L_2(\mu)\). It is assumed that the operator \(I-PP^*\) possesses a spectral gap. It is shown that this assumption implies some estimates of the speed of convergence to zero of the entropy \(\text{Ent}(P^nm\mid\mu)\), \(n\to\infty\), where \(m\) is a given probability on \(S\) satisfying certain integrability conditions, and the action \(P^nm\) is defined in a natural way. A modification of this approach is used also for some inhomogeneous Markov chains.
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Markov chain
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spectral gap
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entropy
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ergodicity
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