Modified logarithmic Sobolev inequalities for some models of random walk

被引:24
作者
Goel, S [1 ]
机构
[1] Cornell Univ, Ctr Appl Math, Ithaca, NY 14853 USA
基金
美国国家科学基金会;
关键词
Markov chains; logarithmic Sobolev inequalities;
D O I
10.1016/j.spa.2004.06.001
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
Logarithmic Sobolev inequalities are a well-studied technique for estimating rates of convergence of Markov chains to their stationary distributions. In contrast to continuous state spaces, discrete settings admit several distinct log Sobolev inequalities, one of which is the subject of this paper. Here we derive modified log Sobolev inequalities for some models of random walk, including the random transposition shuffle and the top-random transposition shuffle on S-n, and the walk generated by 3-cycles on A(n). As an application, we derive concentration inequalities for these models. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码:51 / 79
页数:29
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