Trends to equilibrium in total variation distance

DOI10.1214/07-AIHP152MaRDI QIDQ838308zbMATH OpenOpenAlexFDO

Authors Patrick Cattiaux, Arnaud Guillin

Publication date 24 August 2009

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/math/0703451, https://eudml.org/doc/78011

zbMATH Keywords

total variationdiffusion processeslogarithmic Sobolev inequalityspeed of convergenceF-Sobolev inequalityPoincaré inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Inequalities involving derivatives and differential and integral operators (26D10)

Abstract: This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this end, we give a general upper bound "`{a} la Pinsker" enabling us to study our problem firstly via usual functional inequalities (Poincar'{e} inequality, weak Poincar'{e},...) and truncation procedure, and secondly through the introduction of new functional inequalities $Ipsi$. These $Ipsi$-inequalities are characterized through measure-capacity conditions and $F$-Sobolev inequalities. A direct study of the decay of Hellinger distance is also proposed. Finally we show how a dynamic approach based on reversing the role of the semi-group and the invariant measure can lead to interesting bounds.

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Cited in

(8)

• Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity
• Trends to equilibrium for a class of relativistic diffusions
• On the speed of convergence of multidimensional diffusions to equilibrium
• Poincaré inequalities and hitting times
• Entropic multipliers method for Langevin diffusion and weighted log Sobolev inequalities
• Convergence in total variation distance for (in)homogeneous Markov processes
• Trends to equilibrium in total variation distance
• Approximate spectral gaps for Markov chain mixing times in high dimensions

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