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In this paper, we establish sublinear and linear convergence of fixed point iterations generated by averaged operators in a Hilbert space. Our results are achieved under a bounded H\"older regularity assumption which generalizes the…
In order to bring contraction analysis into the very fruitful and topical fields of stochastic and Bayesian systems, we extend here the theory describes in \cite{Lohmiller98} to random differential equations. We propose new definitions of…
We study the so-called two-time-scale stochastic approximation, a simulation-based approach for finding the roots of two coupled nonlinear operators. Our focus is to characterize its finite-time performance in a Markov setting, which often…
This paper is concerned with the convergence of power sequences and stability of Hilbert space operators, where "convergence" and "stability" refer to weak, strong and norm topologies. It is proved that an operator has a convergent power…
We give necessary and sufficient conditions for joint ergodicity results of collections of sequences with respect to systems of commuting measure preserving transformations. Combining these results with a new technique that we call…
Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples…
We examine multiple ergodic averages of commuting transformations with polynomial iterates in which the polynomials may be pairwise dependent. In particular, we show that such averages are controlled by the Gowers-Host-Kra seminorms…
This paper studies the learning of linear operators between infinite-dimensional Hilbert spaces. The training data comprises pairs of random input vectors in a Hilbert space and their noisy images under an unknown self-adjoint linear…
General, especially spectral, features of compact normal operators in quaternionic Hilbert spaces are studied and some results are established which generalize well-known properties of compact normal operators in complex Hilbert spaces.…
Recent results of M.Junge and Q.Xu on the ergodic properties of the averages of kernels in noncommutative L^p-spaces are applied to the analysis of the almost uniform convergence of operators induced by the convolutions on compact quantum…
A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein--Uhlenbeck bridge and a useful lower estimate on the density is provided. As a consequence,…
We observe that the technique of Markov contraction can be used to establish measure concentration for a broad class of non-contracting chains. In particular, geometric ergodicity provides a simple and versatile framework. This leads to a…
We investigate the asymptotic behavior of probability measures associated with stochastic dynamical systems featuring either globally contracting or $B_{r}$-contracting drift terms. While classical results often assume constant diffusion…
Discrete stationary classical processes as well as quantum lattice states are asymptotically confined to their respective typical support, the exponential growth rate of which is given by the (maximal ergodic) entropy. In the iid case the…
Contractions (and graded contractions) of Lie algebra, Lie bialgebra and Hopf algebra are discussed. It is noticed the fundamental role of E.In{\"o}n{\"u} and E.P.Wigner idea of degenerate transformations. A constructive algorithm for…
We study the semiclassical behaviour of eigenfunctions of quantum systems with ergodic classical limit. By the quantum ergodicity theorem almost all of these eigenfunctions become equidistributed in a weak sense. We give a simple derivation…
In this paper, we establish a comprehensive characterization of the generalized Lipschitz classes through the study of the rate of convergence of a family of semi-discrete sampling operators, of Durrmeyer type, in $L^p$-setting. To achieve…
We analyze degenerate, second-order, elliptic operators $H$ in divergence form on $L_2({\bf R}^{n}\times{\bf R}^{m})$. We assume the coefficients are real symmetric and $a_1H_\delta\geq H\geq a_2H_\delta$ for some $a_1,a_2>0$ where \[…
An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…
We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…