{ "id": "math/0703451", "version": "v1", "published": "2007-03-15T12:46:03.000Z", "updated": "2007-03-15T12:46:03.000Z", "title": "Trends to Equilibrium in Total Variation Distance", "authors": [ "Patrick Cattiaux", "Arnaud Guillin" ], "comment": "36 pages", "categories": [ "math.PR" ], "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 $\\Ipsi$. These $\\Ipsi$-inequalities are characterized through measure-capacity conditions and $F$-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.", "revisions": [ { "version": "v1", "updated": "2007-03-15T12:46:03.000Z" } ], "analyses": { "subjects": [ "26D10", "60E15" ], "keywords": [ "total variation distance", "inequality", "equilibrium", "ergodic diffusion processes", "general upper bound" ], "note": { "typesetting": "TeX", "pages": 36, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2007math......3451C" } } }