Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities (Q533753)
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English | Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities |
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Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities (English)
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6 May 2011
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This belongs to a series of works where the authors study the merging properties of time-inhomogeneous finite Markov chains [Stochastic Process. Appl. 117, No. 8, 961--979 (2007; Zbl 1124.60057); ALEA Lat. Am. J. Probab. Math. Stat. 4, 359--392 (2008; Zbl 1171.60008); Electron. J. Probab. 14, 1456--1494 (2009; Zbl 1195.60099); Ann. Appl. Probab. 20, No. 5, 1831--1853 (2010; Zbl 1206.60067); ``Merging and stability for time inhomogeneous finite Markov chains'', in: Proc. SPA Berlin, preprint (2009), \url{arXiv:1004.2296v1}]. In this paper, they use Nash and logarithmic-Sobolev inequalities, and the notion of \(\varepsilon \)-stabillity. They develop a basic theory of such functional inequalities in their context, and provide illustrating examples.
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time-inhomogeneous Markov chains
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spectral techniques
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Nash inequalities
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log-Sobolev inequalities
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