English

Trends to Equilibrium in Total Variation Distance

Probability 2007-05-23 v1

Abstract

This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this end, we give a general upper bound "\`{a} la Pinsker" enabling us to study our problem firstly via usual functional inequalities (Poincar\'{e} inequality, weak Poincar\'{e},...) and truncation procedure, and secondly through the introduction of new functional inequalities \Ipsi\Ipsi. These \Ipsi\Ipsi-inequalities are characterized through measure-capacity conditions and FF-Sobolev inequalities. A direct study of the decay of Hellinger distance is also proposed. Finally we show how a dynamic approach based on reversing the role of the semi-group and the invariant measure can lead to interesting bounds.

Keywords

Cite

@article{arxiv.math/0703451,
  title  = {Trends to Equilibrium in Total Variation Distance},
  author = {Patrick Cattiaux and Arnaud Guillin},
  journal= {arXiv preprint arXiv:math/0703451},
  year   = {2007}
}

Comments

36 pages

R2 v1 2026-07-22T17:52:42.809Z