\(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions (Q2695207)

The main goal of the paper is to comparison two methods for obtaining quantitative rates of convergence for ergodic Markov processes: 1) functional inequalities and entropy dissipation, and 2) the classical Meyn-Tweedie approach, based on a Foster-Lyapunov criterion together with a local Doeblin or coupling condition. The focus is on the Dolbeault-Mouhot-Schmeiser (DMS) method for \(L^2\) hypocoercivity. The author tries to solve the following question: provided that (hypocoercive) exponential decay holds in \(L^2\), does it exists a Lyapunov function in the sense of Meyn-Tweedie? The main result is that, if the DMS method applies, then the result holds. From the exponential integrability of hitting times, in the case of strongly hypoelliptic diffusions, the author constructs a Lyapunov function for the generator, which answers the question.