MERGING FOR INHOMOGENEOUS FINITE MARKOV CHAINS, PART II: NASH AND LOG-SOBOLEV INEQUALITIES

• 成果类型: Article
• 署名作者: Saloff-Coste, L.; Zuniga, J.
• 署名单位: Cornell University; Stanford University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/10-AOP572
• 发表日期: 2011
• 页码: 1161-1203
• 关键词: random-walks; ergodicity; CONVERGENCE; PRODUCTS; models

摘要

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.