Open Access
Translator Disclaimer
May 2011 Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities
L. Saloff-Coste, J. Zúñiga
Ann. Probab. 39(3): 1161-1203 (May 2011). DOI: 10.1214/10-AOP572

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.

Citation

Download Citation

L. Saloff-Coste. J. Zúñiga. "Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities." Ann. Probab. 39 (3) 1161 - 1203, May 2011. https://doi.org/10.1214/10-AOP572

Information

Published: May 2011
First available in Project Euclid: 16 March 2011

zbMATH: 1217.60063
MathSciNet: MR2789587
Digital Object Identifier: 10.1214/10-AOP572

Subjects:
Primary: 60J10

Keywords: Log-Sobolev inequalities , Nash inequalities , spectral techniques , time-inhomogeneous Markov chains

Rights: Copyright © 2011 Institute of Mathematical Statistics

JOURNAL ARTICLE
43 PAGES


SHARE
Vol.39 • No. 3 • May 2011
Back to Top