Related papers: Dobrushin ergodicity coefficient for Markov operat…
In this paper we show how questions about operator algebras constructed from stochastic matrices motivate new results in the study of harmonic functions on Markov chains. More precisely, we characterize coincidence of conditional…
We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…
Doeblin coefficients are a classical tool for analyzing the ergodicity and exponential convergence rates of Markov chains. Propelled by recent works on contraction coefficients of strong data processing inequalities, we investigate whether…
In a Hilbert framework, we consider an inertial Tikhonov regularized dynamical system governed by a maximally comonotone operator, where the damping coefficient is proportional to the square root of the Tikhonov regularization parameter.…
Inspired by topological Wiener-Wintner theorems we study the mean ergodicity of amenable semigroups of Markov operators on $C(K)$ and show the connection to the convergence of strong and weak ergodic nets. The results are then used to…
In the paper we extent the notion of Dobrushin coefficient of ergodicity for positive contractions defined on $L^1$-space associated with finite von Neumann algebra, and in terms of this coefficient we prove stability results for…
We provide quantitative information in the form of a rate of metastability in the sense of T. Tao and (under a metric regularity assumption) a rate of convergence for an algorithm approximating zeros of differences of maximally monotone…
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…
In this article we consider means of positive bounded linear operators on a Hilbert space. We present a complete theory that provides a framework which extends the theory of the Karcher mean, its approximating matrix power means, and a…
The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…
We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…
We study a conical extension of averaged nonexpansive operators and the role it plays in convergence analysis of fixed point algorithms. Various properties of conically averaged operators are systematically investigated, in particular, the…
In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergodic Markov semigroups with unique invariant probability…
We employ techniques from optimal transport in order to prove decay of transfer operators associated to iterated functions systems and expanding maps, giving rise to a new proof without requiring a Doeblin-Fortet (or Lasota-Yorke)…
For a sequence of uniformly bounded, degenerate semigroups on a Hilbert space, we compare various types of convergences to a limit semigroup. Among others, we show that convergence of the semigroups, or of the resolvents of the generators,…
We investigate convergence properties of discrete-time semigroup quantum dynamics, including asymptotic stability, probability and speed of convergence to pure states and subspaces. These properties are of interest in both the analysis of…
In this paper, we give quantitative bounds on the $f$-total variation distance from convergence of an Harris recurrent Markov chain on an arbitrary under drift and minorisation conditions implying ergodicity at a sub-geometric rate. These…
In this note, we define a bounded variant on the Hilbert projective metric on an infinite dimensional space $E$ and study the contraction properties of the projective maps associated with positive linear operators on $E$. More precisely, we…
In this note, we study monotone dynamical systems with respect to polyhedral cones. Using the half-space representation and the vertex representation, we propose three equivalent conditions to certify monotonicity of a dynamical system with…
Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…