Trends to equilibrium in total variation distance

DOI10.1214/07-AIHP152zbMATH Open1202.26028arXivmath/0703451OpenAlexW2139820889MaRDI QIDQ838308FDOQ838308

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)

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.

Full work available at URL: https://arxiv.org/abs/math/0703451

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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)

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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
• Approximate spectral gaps for Markov chain mixing times in high dimensions
• Trends to equilibrium in total variation distance

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