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LOGARITHMIC SOBOLEV INEQUALITIES FOR FINITE MARKOV CHAINS
Sobolev inequality MARKOV CHAINS
2015/8/26
This is an expository paper on the use of logarithmic Sobolev inequalities
for bounding rates of convergence of Markov chains on finite state
spaces to their stationary distributions. Logarithmic So...
We present a simple and direct proof of the equivalence of various
functional inequalities such as Sobolev or Nash inequalities. This
proof applies in the context of Riemannian or sub-elliptic geome...