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Mathematics  2011 

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

DOI: 10.1214/10-AOP572

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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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