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arXiv · 1104.1560

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

L. Saloff-Coste·J. Zúñiga
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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.

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L. Saloff-Coste, J. Zúñiga. 2011-04-08. Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities. https://doi.org/10.1214/10-aop572

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