Nash inequalities for finite Markov chains

被引:74
作者
Diaconis, P [1 ]
SaloffCoste, L [1 ]
机构
[1] UNIV TOULOUSE 3,CNRS,LAB STAT & PROBABIL,F-31062 TOULOUSE,FRANCE
关键词
Markov chains; Dirichlet forms; infinite graphs; Nash inequalities;
D O I
10.1007/BF02214660
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper develops bounds on the rate of decay of powers of Markov kernels on finite state spaces. These are combined with eigenvalue estimates to give good bounds on the rate of convergence to stationarity for finite Markov chains whose underlying graph has moderate volume growth. Roughly, for such chains, order (diameter) steps are necessary and suffice to reach stationarity. We consider local Poincare inequalities and use them to prove Nash inequalities. These are bounds on l(2)-norms in terms of Dirichlet forms and l(1)-norms which yield decay rates For iterates of the kernel. This method is adapted from arguments developed by a number of authors in the context of partial differential equations and, later, in the study of random walks on infinite graphs. The main results do not require reversibility.
引用
收藏
页码:459 / 510
页数:52
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