The Annals of Probability

Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities

L. Saloff-Coste and J. Zúñiga

Full-text: Open access

Abstract

We study time-inhomogeneous Markov chains with finite state spaces using Nash and logarithmic-Sobolev inequalities, and the notion of c-stability. We develop the basic theory of such functional inequalities in the time-inhomogeneous context and provide illustrating examples.

Article information

Source
Ann. Probab., Volume 39, Number 3 (2011), 1161-1203.

Dates
First available in Project Euclid: 16 March 2011

Permanent link to this document
https://projecteuclid.org/euclid.aop/1300281736

Digital Object Identifier
doi:10.1214/10-AOP572

Mathematical Reviews number (MathSciNet)
MR2789587

Zentralblatt MATH identifier
1217.60063

Subjects
Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Keywords
Time-inhomogeneous Markov chains spectral techniques Nash inequalities log-Sobolev inequalities

Citation

Saloff-Coste, L.; Zúñiga, J. Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities. Ann. Probab. 39 (2011), no. 3, 1161--1203. doi:10.1214/10-AOP572. https://projecteuclid.org/euclid.aop/1300281736


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