Poincaré and logarithmic Sobolev constants for metastable Markov chains via capacitary inequalities

Citation
Schlichting André et Slowik Martin, Poincaré and logarithmic Sobolev constants for metastable Markov chains via capacitary inequalities, Annals of applied probability , 29(6), 2019, pp. 3438-3488
ISSN journal
10505164
Volume
29
Issue
6
Year of publication
2019
Pages
3438 - 3488
Database
ACNP
SICI code
Abstract
We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets. Under additional size and regularity properties of metastable sets, we establish asymptotic sharp estimates on the Poincaré and logarithmic Sobolev constant. The main ingredient in the proof is a capacitary inequality along the lines of V. Maz.ya that relates regularity properties of harmonic functions and capacities. We exemplify the usefulness of this new definition in the context of the random field Curie.Weiss model, where metastability and the additional regularity assumptions are verifiable.