On contraction properties of Markov kernels

DOI10.1007/s00440-003-0270-6zbMath1030.60060OpenAlexW1981380156MaRDI QIDQ1400842

Michel Ledoux, Laurent Miclo, Pierre Del Moral

Publication date: 14 August 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0270-6

zbMATH Keywords

spectral gapDirichlet formOrlicz normMarkov kernelmodified logarithmic Sobolev inequalitygeneralized relative entropyDobrushin's ergodic coefficientinhomogeneous Gaussian chainsLipschitz contractionloose of memory property

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Markov semigroups and applications to diffusion processes (47D07) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Spaces of measures, convergence of measures (28A33) Transition functions, generators and resolvents (60J35) Sobolev (and similar kinds of) spaces of functions of discrete variables (46E39)

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