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

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

Time inhomogeneous Markov chains with wave-like behavior

Starting from a given Markov kernel on a finite set $V$ and a bijection $g$ of $V$, we construct and study a time inhomogeneous Markov chain whose kernel at time $n$ is obtained from $K$ by transport of $g^{n-1}$. We show that this construction leads to interesting examples, and we obtain quantitative results for some of these examples.Comment: Published in at http://dx.doi.org/10.1214/09-AAP661 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Random walks on free solvable groups

For any finitely generated group G, let n ---> \Phi_G(n) be the function that describes the rough asymptotic behavior of the probability of return to the identity element at time 2n of a symmetric simple random walk on G (this is an invariant of quasi-isometry). We determine this function when G is the free solvable group S_{d,r} of derived length d on r generators and some other related groups