L^1-Poincaré inequality for discrete time Markov chains

DOI10.1016/J.SPL.2015.01.020MaRDI QIDQ2348322zbMATH OpenOpenAlexFDO

Authors Li-Hua Zhang, Yingzhe Wang

Publication date 11 June 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.01.020

zbMATH Keywords

\(L^1\)-Poincaré inequality\(L^2\)-Poincaré inequalitydiscrete time Markov chainDobrushin coefficient

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• Poisson-type deviation inequalities for curved continuous-time Markov chains
• On the Markov inequality in \(L^ p\)-spaces
• scientific article; zbMATH DE number 6470728
• Poincaré inequality and exponential integrability of the hitting times of a Markov process
• A Hoeffding inequality for Markov chains
• scientific article; zbMATH DE number 7233575
• Weak Poincaré inequalities and L^2-convergence rates of Markov semigroups
• Logarithmic Sobolev inequalities for finite Markov chains
• Hoeffding's inequality for uniformly ergodic Markov chains

Cites work

• Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap.
• Estimation of spectral gap for Markov chains
• scientific article; zbMATH DE number 5847038 (Why is no real title available?)
• scientific article; zbMATH DE number 2042290 (Why is no real title available?)
• Some remarks on the duality of continuous time markov chains
• Spectral theory for weakly reversible Markov chains
• Weak log-Sobolev and \(L^p\) weak Poincaré inequalities for general symmetric forms

Cited in

(4)

• On the isoperimetric constant, covariance inequalities and \(L_{p}\)-Poincaré inequalities in dimension one
• scientific article; zbMATH DE number 7233575 (Why is no real title available?)
• scientific article; zbMATH DE number 6470728 (Why is no real title available?)
• The Poincaré inequality for Markov random fields proved via disagreement percolation

This page was built for publication: \(L^1\)-Poincaré inequality for discrete time Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2348322)