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

By L. Saloff-Coste and J. Zúñiga

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.Comment: Published in at http://dx.doi.org/10.1214/10-AOP572 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Topics: Mathematics - Probability
Year: 2011
DOI identifier: 10.1214/10-AOP572
OAI identifier: oai:arXiv.org:1104.1560
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