L1-Poincaré inequality for discrete time Markov chains

We introduce a new constant by L1-Poincaré inequality which lies between the classical L2-Poincaré constant and Dobrushin coefficient. Meanwhile, the bounds for the L1-Poincaré constant are obtained by using Cheeger’s technique.

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Year of publication:	2015
Authors:	Zhang, Lihua ; Wang, Yingzhe
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 93-97
Publisher:	Elsevier
Subject:	Discrete time Markov chain \| Dobrushin coefficient \| L1-Poincaré inequality \| L2-Poincaré inequality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011263160