Eigenvalues, inequalities and ergodic theory

This paper surveys the main results obtained during the period 1992—1999 on three aspects mentioned in the title. The first result is a new and general variational formula for the lower bound of spectral gap (i.e. the first non-trivial eigenvalue) of elliptic operators in Euclidean space, Laplacian on Riemannian manifolds or Markov chains (§ 1). Here, a probabilistic method — coupling method is adopted. The new formula is a dual of the classical variational formula. The last formula is actually equivalent to Poincaré inequality. To which, there are closely related logarithmic Sobolev inequality, Nash inequality, Liggett inequality and so on. These inequalities are treated in a unified way by using Cheeger’s method which comes from Riemannian geometry. This consists of § 2. The results on these two aspects are mainly completed by the author joint with F. Y. Wang. Furthermore, a diagram of the inequalities and the traditional three types of ergodicity is presented (§ 3). The diagram extends the ergodic theory of Markov processes. The details of the methods used in the paper will be explained in a subsequent paper under the same title.

[1]  Alessandro Pellegrinotti,et al.  Collective phenomena in interacting particle systems , 1987 .

[2]  Mufa Chen Logarithmic Sobolev inequality for symmetric forms , 2000 .

[3]  S. Watanabe,et al.  Krein's spectral theory of strings and generalized diffusion processes , 1982 .

[4]  Linear approximation of the first eigenvalue on compact manifolds , 2002 .

[5]  I. Olkin,et al.  The distance between two random vectors with given dispersion matrices , 1982 .

[6]  T. Lindvall Lectures on the Coupling Method , 1992 .

[7]  A. Sokal,et al.  Bounds on the ² spectrum for Markov chains and Markov processes: a generalization of Cheeger’s inequality , 1988 .

[8]  S. Varadhan,et al.  Spectral gap for zero-range dynamics , 1996 .

[9]  Sergey G. Bobkov,et al.  A functional form of the isoperimetric inequality for the Gaussian measure , 1996 .

[10]  E. Nummelin,et al.  Geometric ergodicity of Harris recurrent Marcov chains with applications to renewal theory , 1982 .

[11]  Alexandru Nica,et al.  Free random variables , 1992 .

[12]  L. Gross LOGARITHMIC SOBOLEV INEQUALITIES. , 1975 .

[13]  P. Bérard Spectral Geometry: Direct and Inverse Problems , 1986 .

[14]  H. Hennion,et al.  Limit theorems for products of positive random matrices , 1997 .

[15]  T. Lindvall ON STRASSEN'S THEOREM ON STOCHASTIC DOMINATION , 1999 .

[16]  Representations for the rate of convergence of birth-death processes , 2001 .

[17]  O. Rothaus Analytic inequalities, isoperimetric inequalities and logarithmic Sobolev inequalities , 1985 .

[18]  Erhan Çinlar,et al.  Introduction to stochastic processes , 1974 .

[19]  W. J. Anderson Continuous-Time Markov Chains , 1991 .

[20]  V. Strassen The Existence of Probability Measures with Given Marginals , 1965 .

[21]  David J. Aldous,et al.  Lower bounds for covering times for reversible Markov chains and random walks on graphs , 1989 .

[22]  E. V. Doorn,et al.  Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes , 1991 .

[23]  Explicit criteria for several types of ergodicity , 2001, math/0101227.

[24]  Rong Chen An extended class of time-continuous branching processes , 1997, Journal of Applied Probability.

[25]  Feng-Yu Wang,et al.  General formula for lower bound of the first eigenvalue on Riemannian manifolds , 1997 .

[26]  Mufa Chen,et al.  Explicit bounds of the first eigenvalue , 2000 .

[27]  R. Holley A class of interactions in an infinite particle system , 1970 .

[28]  Bohumír Opic,et al.  Hardy-type inequalities , 1990 .

[29]  Elton P. Hsu Stochastic analysis on manifolds , 2002 .

[30]  T. Liggett An Infinite Particle System with Zero Range Interactions , 1973 .

[31]  Peter Li,et al.  Lecture notes on geometric analysis , 1993 .

[32]  Z. Vondraček An estimate for theL2-norm of a quasi continuous function with respect to a smooth measure , 1996 .

[33]  J. Nash Continuity of Solutions of Parabolic and Elliptic Equations , 1958 .

[34]  Hongcang Yang,et al.  ON THE ESTIMATE OF THE FIRST EIGENVALUE OF A COMPACT RIEMANNIAN MANIFOLD , 1984 .

[35]  The L2spectral gap of certain positive recurrent Markov chains and jump processes , 1984 .

[36]  R. Dobrushin Prescribing a System of Random Variables by Conditional Distributions , 1970 .

[37]  Fima C. Klebaner,et al.  CONDITIONS FOR INTEGRABILITY OF MARKOV CHAINS , 1995 .

[38]  Wilfrid S. Kendall,et al.  Nonnegative ricci curvature and the brownian coupling property , 1986 .

[39]  S. Varadhan,et al.  The principal eigenvalue and maximum principle for second‐order elliptic operators in general domains , 1994 .

[40]  G. Roberts,et al.  Polynomial convergence rates of Markov chains. , 2002 .

[41]  A. Perrut HYDRODYNAMIC LIMITS FOR A TWO-SPECIES REACTION-DIFFUSION PROCESS , 2000 .

[42]  W. Leontief,et al.  The Structure of American Economy, 1919-1939. , 1954 .

[43]  Wassily Leontief Input-Output Economics , 1966 .

[44]  Mu-Fa Chen SINGLE BIRTH PROCESSES , 1999 .

[45]  C. Mufa,et al.  Ergodicity of reversible reaction diffusion processes with general reaction rates , 1994 .

[46]  Shui Feng Nonlinear master equation of multitype particle systems , 1995 .

[47]  D. Bakry L'hypercontractivité et son utilisation en théorie des semigroupes , 1994 .

[48]  F. Spitzer,et al.  Ergodic theorems for coupled random walks and other systems with locally interacting components , 1981 .

[49]  Probability representations of solutions of the Cauchy problem for quantum mechanical equations , 1990 .

[50]  Erik A. van Doorn,et al.  Representations and bounds for zeros of Orthogonal polynomials and eigenvalues of sign-symmetric tri-diagonal matrices , 1987 .

[51]  D. Stroock,et al.  Upper bounds for symmetric Markov transition functions , 1986 .

[52]  R. Durrett,et al.  The Importance of Being Discrete (and Spatial) , 1994 .

[53]  M. Rao,et al.  Theory of Orlicz spaces , 1991 .

[54]  C. Mufa ExponentialL2-convergence andL2-spectral gap for Markov processes , 1991 .

[55]  C. Mufa,et al.  Variational formulas and approximation theorems for the first eigenvalue in dimension one , 2001 .

[56]  Mu-Fa Chen,et al.  Trilogy of Couplings and General Formulas for Lower Bound of Spectral Gap , 1998 .

[57]  Thomas M. Liggett,et al.  $L_2$ Rates of Convergence for Attractive Reversible Nearest Particle Systems: The Critical Case , 1991 .

[58]  Sharp Conditions for Nonexplosions and Explosions in Markov Jump Processes , 1995 .

[59]  Strong ergodicity for continuous-time Markov chains , 1978 .

[60]  Mu-Fa Chen,et al.  Estimation of the First Eigenvalue of Second Order Elliptic Operators , 1995 .

[61]  LARGE DEVIATIONS FOR MARKOV CHAINS , 1990 .

[62]  E. Davies A review of Hardy inequalities , 1998, math/9809159.

[63]  N. Varopoulos,et al.  Hardy-Littlewood theory for semigroups , 1985 .

[64]  Mu-Fa Chen,et al.  Ergodic theorems for reaction-diffusion processes , 1990 .

[65]  J. Kiefer,et al.  An Introduction to Stochastic Processes. , 1956 .

[66]  Mu-Fa Chen,et al.  On order-preservation and positive correlations for multidimensional diffusion processes , 1993 .

[67]  M. Fukushima,et al.  Dirichlet forms and symmetric Markov processes , 1994 .

[68]  Boualem Djehiche,et al.  The rate function for some measure-valued jump processes , 1995 .

[69]  W. Leontief Quantitative Input and Output Relations in the Economic Systems of the United States , 1936 .

[70]  Yong-Hua Mao,et al.  Strong ergodicity for Markov processes by coupling methods , 2002, Journal of Applied Probability.

[71]  F. Martinelli Lectures on Glauber dynamics for discrete spin models , 1999 .

[72]  Richard L. Tweedie,et al.  Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.

[73]  Alistair Sinclair,et al.  Algorithms for Random Generation and Counting: A Markov Chain Approach , 1993, Progress in Theoretical Computer Science.

[74]  S. Meyn,et al.  Exponential and Uniform Ergodicity of Markov Processes , 1995 .

[75]  E. Fischer Über quadratische Formen mit reellen Koeffizienten , 1905 .

[76]  P. Bougerol,et al.  Products of Random Matrices with Applications to Schrödinger Operators , 1985 .

[77]  B. Muckenhoupt Hardy's inequality with weights , 1972 .

[78]  Sufficient and Necessary Conditions for Stochastic Comparability of Jump Processes , 2000 .

[79]  Shuaizhang Feng,et al.  Solutions of a class of nonlinear master equations , 1992 .

[80]  E. Wigner Characteristic Vectors of Bordered Matrices with Infinite Dimensions I , 1955 .

[81]  M. Ledoux,et al.  Sobolev inequalities in disguise , 1995 .

[82]  C. Givens,et al.  A class of Wasserstein metrics for probability distributions. , 1984 .

[83]  Mu-Fa Chen Coupling, spectral gap and related topics (I) , 1997 .

[84]  A. Sokal,et al.  Absence of mass gap for a class of stochastic contour models , 1988 .

[85]  M. Cranston Gradient estimates on manifolds using coupling , 1991 .

[86]  Mark Jerrum,et al.  Approximating the Permanent , 1989, SIAM J. Comput..

[87]  Dagang Yang Lower bound estimates of the first eigenvalue for compact manifolds with positive Ricci curvature , 1999 .

[88]  J. Cheeger A lower bound for the smallest eigenvalue of the Laplacian , 1969 .

[89]  Mu-Fa Chen Nash inequalities for general symmetric forms , 1999 .

[90]  M Chen,et al.  EXISTENCE THEOREMS FOR INTERACTING PARTICLE SYSTEMS WITH NON-COMPACT STATE SPACES , 1987 .

[91]  C. Mufa Logarithmic Sobolev inequality for symmetric forms , 2000 .

[92]  R. Tweedie,et al.  Geometric L 2 and L 1 convergence are equivalent for reversible Markov chains , 2001, Journal of Applied Probability.

[93]  Wang Fengyu Application of coupling method to the first eigenvalue on manifold , 1995 .

[94]  C. Mufa,et al.  Estimation of spectral gap for Markov chains , 1996 .

[95]  F. Spitzer,et al.  Convergence in distribution of products of random matrices , 1984 .

[96]  Mu-Fa Chen ON THREE CLASSICAL PROBLEMS FOR MARKOV CHAINS WITH CONTINUOUS TIME PARAMETERS , 1991 .

[97]  P. Bérard,et al.  Sur une inégalité isopérimétrique qui généralise celle de Paul Lévy-Gromov , 1985 .

[98]  Y. Mao Nash Inequalities for Markov Processes in Dimension One , 2002 .

[99]  E. A. Doorn Stochastic Monotonicity and Queueing Applications of Birth-Death Processes , 1981 .

[100]  G. Hardy,et al.  Note on a theorem of Hilbert , 1920 .

[101]  Y. C. Verdière,et al.  Spectres de graphes , 1998 .

[102]  S. Meyn,et al.  Spectral theory and limit theorems for geometrically ergodic Markov processes , 2002, math/0209200.

[103]  Existence and Application of Optimal Markovian Coupling with Respect to Non-Negative Lower Semi-Continuous Functions , 2000 .

[104]  S. Bobkov,et al.  Exponential Integrability and Transportation Cost Related to Logarithmic Sobolev Inequalities , 1999 .

[105]  J. Rosenthal QUANTITATIVE CONVERGENCE RATES OF MARKOV CHAINS: A SIMPLE ACCOUNT , 2002 .

[106]  R. L. Tweedie,et al.  Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes , 1981, Journal of Applied Probability.

[107]  池田 信行,et al.  Stochastic differential equations and diffusion processes , 1981 .

[108]  R. Schonmann Slow droplet-driven relaxation of stochastic Ising models in the vicinity of the phase coexistence region , 1994 .

[109]  E. Andjel Invariant Measures for the Zero Range Process , 1982 .

[110]  Exponential convergence rate in Boltzmann-Shannon entropy , 2001 .

[111]  Feng-Yu Wang,et al.  Estimation of spectral gap for elliptic operators , 1997 .

[112]  Mu-Fa Chen Ergodic Convergence Rates of Markov Processes—Eigenvalues, Inequalities and Ergodic Theory , 2003, math/0304367.

[113]  Feng-Yu Wang,et al.  Functional inequalities for uniformly integrable semigroups and application to essential spectrums , 2002 .

[114]  Cheeger’s inequalities for general symmetric forms and existence criteria for spectral gap , 1998, math/9804150.

[115]  Rick Durrett,et al.  Ergodicity of reversible reaction diffusion processes , 1990 .

[116]  C. Mufa,et al.  Infinite dimensional reaction-diffusion processes , 1985 .

[117]  S. S. Vallender Calculation of the Wasserstein Distance Between Probability Distributions on the Line , 1974 .

[118]  T. Shiga Stepping Stone Models in Population Genetics and Population Dynamics , 1988 .

[119]  C. Mufa Estimate of exponential convergence rate in total variation by spectral gap , 1998 .

[120]  V. Kaimanovich Dirichlet norms, capacities and generalized isoperimetric inequalities for Markov operators , 1992 .

[121]  Y. Egorov,et al.  On Spectral Theory of Elliptic Operators , 1996 .

[122]  T. Funaki Singular limit for stochastic reaction-diffusion equation and generation of random interfaces , 1999 .

[123]  M Chen UNIQUENESS OF REACTION DIFFUSION PROCESSES , 1991 .

[124]  Claudia Neuhauser,et al.  An ergodic theorem for Schlögl models with small migration , 1990 .

[125]  Feng-Yu Wang,et al.  FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES , 2000 .

[126]  Feng-Yu Wang Sobolev type inequalities for general symmetric forms , 2000 .

[127]  I. Chavel Eigenvalues in Riemannian geometry , 1984 .

[128]  S. Aida Uniform Positivity Improving Property, Sobolev Inequalities, and Spectral Gaps , 1998 .

[129]  Vi︠a︡cheslav Leonidovich Girko,et al.  Theory of random determinants , 1990 .

[130]  L. Saloff-Coste,et al.  Lectures on finite Markov chains , 1997 .

[131]  Mu-Fa Chen,et al.  From Markov Chains to Non-Equilibrium Particle Systems , 1992 .

[132]  S. Aida,et al.  Logarithmic Sobolev Inequalities and Spectral Gaps: Perturbation Theory , 1994 .

[133]  L. Gross Logarithmic Sobolev inequalities and contractivity properties of semigroups , 1993 .

[134]  Mu-Fa Chen Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains , 2000 .

[135]  V. I. Oseledec A multiplicative ergodic theorem: Lyapunov characteristic num-bers for dynamical systems , 1968 .

[136]  Jean-Dominique Deuschel Algebraic $L^2$ Decay of Attractive Critical Processes on the Lattice , 1994 .

[137]  Xiaogu Zheng,et al.  EXISTENCE THEOREMS FOR LINEAR GROWTH PROCESSES WITH DIFFUSION , 1987 .

[138]  T. Liggett Interacting Particle Systems , 1985 .

[139]  Fan Chung,et al.  Spectral Graph Theory , 1996 .

[140]  Mu-Fa Chen Analytic proof of dual variational formula for the first eigenvalue in dimension one , 1999 .

[141]  M. Gromov Metric Structures for Riemannian and Non-Riemannian Spaces , 1999 .

[142]  J. Rosenthal,et al.  Geometric Ergodicity and Hybrid Markov Chains , 1997 .

[143]  陈木法 STATIONARY DISTRIBUTIONS OF INFINITE PARTICLE SYSTEMS WITH NONCOMPACT STATE SPACE. , 1989 .

[144]  E. Nummelin General irreducible Markov chains and non-negative operators: Notes and comments , 1984 .

[145]  Donald A. Dawson,et al.  Law of large numbers and central limit theorem for unbounded jump mean-field models , 1991 .

[146]  M. Ledoux,et al.  Lévy–Gromov’s isoperimetric inequality for an infinite dimensional diffusion generator , 1996 .

[147]  Chen Mu Application of Coupling Method to the First Eigenvalue on Manifold , 1994 .

[148]  C. Landim,et al.  Scaling Limits of Interacting Particle Systems , 1998 .

[149]  D. Stroock An Introduction to the Theory of Large Deviations , 1984 .

[150]  P. Diaconis,et al.  LOGARITHMIC SOBOLEV INEQUALITIES FOR FINITE MARKOV CHAINS , 1996 .

[151]  Feng-Yu Wang,et al.  Functional Inequalities for Empty Essential Spectrum , 2000 .

[152]  Tzu-kʿun Wang,et al.  Birth and death processes and Markov chains , 1992 .

[153]  S. Meyn,et al.  Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes , 1993, Advances in Applied Probability.

[154]  S. Bobkov An isoperimetric inequality on the discrete cube, and an elementary proof of the isoperimetric inequality in Gauss space , 1997 .

[155]  van E.A. Doorn Conditions for exponential ergodicity and bounds for the Deacy parameters of a birth-death process , 1982 .

[156]  Mu-Fa Chen Variational Formulas of Poincaré-Type Inequalities in Banach Spaces of Functions on the Line , 2002 .

[157]  R. Holley Recent results on the stochastic Ising model , 1974 .

[158]  R. Tweedie,et al.  Subgeometric Rates of Convergence of f-Ergodic Markov Chains , 1994, Advances in Applied Probability.

[159]  C. Mufa,et al.  Optimal markovian couplings and applications , 1994 .