Related papers: Dobrushin ergodicity coefficient for Markov operat…
We analyze the global convergence of the power iterates for the computation of a general mixed-subordinate matrix norm. We prove a new global convergence theorem for a class of entrywise nonnegative matrices that generalizes and improves a…
We study the asymptotic behaviour of contractive operators and strongly continuous semigroups on separable Hilbert spaces using the notion of rigidity. In particular, we show that a "typical" contraction $T$ contains the unit circle times…
We provide a simple hypocoercivity analysis for the effective Mori-Zwanzig equation governing the time evolution of noise-averaged observables in a stochastic dynamical system. Under the hypocoercivity framework mainly developed by…
This paper is a continuation to the study of generalized quasi contractive operators, essentially due to Akhtar et al. [A multi-step implicit iterative process for common fixed points of generalized C^{q}-operators in convex metric spaces,…
It is known that the Dobrushin's ergodicity coefficient is one of the effective tools to study a behavior of non-homogeneous Markov chains. In the present paper, we define such an ergodicity coefficient of a positive mapping defined on…
We prove that every bounded, positive, irreducible, stochastically continuous semigroup on the space of bounded, measurable functions which is strong Feller, consists of kernel operators and possesses an invariant measure converges…
Kantorovich operators are non-linear extensions of Markov operators and are omnipresent in several branches of mathematical analysis. The asymptotic behaviour of their iterates plays an important role even in classical ergodic, potential…
Given a separable and real Hilbert space $\mathbb{H}$ and a trace-class, symmetric and non-negative operator $\mathcal{G}:\mathbb{H}\rightarrow\mathbb{H}$, we examine the equation \begin{align*} dX_t = -X_t\, dt + b(X_t) \, dt + \sqrt{2} \,…
In the present paper deals with asymptotical stability of Markov operators acting on abstract state spaces (i.e. an ordered Banach space, where the norm has an additivity property on the cone of positive elements). Basically, we are…
We study the convergence properties of a collapsed Gibbs sampler for Bayesian vector autoregressions with predictors, or exogenous variables. The Markov chain generated by our algorithm is shown to be geometrically ergodic regardless of…
We consider non-conservative positive semigroups and obtain necessary and sufficient conditions for uniform exponential contraction in weighted total variation norm. This ensures the existence of Perron eigenelements and provides…
The classical as well as non commutative Korovkin-type theorems deal with convergence of positive linear maps with respect to modes of convergences such as norm convergence and weak operator convergence. In this article, Korovkin-type…
We prove rate of convergence results for singular perturbations of Hamilton-Jacobi equations in unbounded spaces where the fast operator is linear, uniformly elliptic and has an Ornstein-Uhlenbeck-type drift. The slow operator is a fully…
Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincar\'{e} inequality) for some classes of Markov chains. In this work, we show…
The structure of the Connes-Kreimer renormalization Hopf algebra is studied for gauge theories, with particular emphasis on the BRST-formalism. We work in the explicit example of quantum chromodynamics, the physical theory of quarks and…
We show that (for the weak operator topology) the set of unitary operators on a separable infinite-dimensional Hilbert space is residual in the set of all contractions. The analogous result holds for isometries and the strong operator…
Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…
We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift…
We consider properties of second-order operators $H = -\sum^d_{i,j=1} \partial_i \, c_{ij} \, \partial_j$ on $\Ri^d$ with bounded real symmetric measurable coefficients. We assume that $C = (c_{ij}) \geq 0$ almost everywhere, but allow for…
We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schr\"odinger potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb{R}^ d$. Our results hold under mild assumptions on the marginal…