Poincaré inequalities and hitting times
From MaRDI portal
Publication:1943321
DOI10.1214/11-AIHP447zbMath1270.26018arXiv1012.5274MaRDI QIDQ1943321
Pierre-André Zitt, Patrick Cattiaux, Arnaud Guillin
Publication date: 19 March 2013
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.5274
Lyapunov functions; hitting times; Poincaré inequalities; log-concave measures; Poincaré-Sobolev inequalities
60G10: Stationary stochastic processes
47D07: Markov semigroups and applications to diffusion processes
60J60: Diffusion processes
39B62: Functional inequalities, including subadditivity, convexity, etc.
26D10: Inequalities involving derivatives and differential and integral operators
Related Items
Semi Log-Concave Markov Diffusions, On the Poincaré Constant of Log-Concave Measures, Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain, Partial differential equations and stochastic methods in molecular dynamics, The inert drift atlas model, Long time behavior of stochastic hard ball systems, A link between the log-Sobolev inequality and Lyapunov condition, Spectral condition, hitting times and Nash inequality, Curvature-dimension estimates for the Laplace-Beltrami operator of a totally geodesic foliation, Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity, Essential spectrum and Weyl asymptotics for discrete Laplacians, Exponential ergodicity for a class of non-Markovian stochastic processes, Generalized \(\Gamma\) calculus and application to interacting particles on a graph, Weak Poincaré inequalities and hitting times for jump processes, Unique quasi-stationary distribution, with a possibly stabilizing extinction, Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms, Polynomial convergence for reversible jump processes, A new characterization of quadratic transportation-information inequalities, Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds, Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems, \(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions, Long time behavior of Markov processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion
- Markov chains and stochastic stability
- Spectral gaps and exponential integrability of hitting times for linear diffusions
- Trends to equilibrium in total variation distance
- Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
- Functional inequalities for heavy tailed distributions and application to isoperimetry
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
- Lyapunov conditions for super Poincaré inequalities
- Quasi-stationary distributions and diffusion models in population dynamics
- A simple proof of the Poincaré inequality for a large class of probability measures
- Exponential moments for hitting times of uniformly ergodic Markov processes
- Isoperimetric constants for product probability measures
- Hitting times and spectral gap inequalities
- Isoperimetric and analytic inequalities for log-concave probability measures
- Exponential and uniform ergodicity of Markov processes
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- Eigenvalues, Inequalities, and Ergodic Theory
- deviation bounds for additive functionals of markov processes
- Entropy bounds and isoperimetry
- Weak Poincaré inequalities and \(L^2\)-convergence rates of Markov semigroups
