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The analysis of classical consensus algorithms relies on contraction properties of adjoints of Markov operators, with respect to Hilbert's projective metric or to a related family of seminorms (Hopf's oscillation or Hilbert's seminorm). We…

Operator Algebras · Mathematics 2014-11-25 Stéphane Gaubert , Zheng Qu

In this paper the stability and the perturbation bounds of Markov operators acting on abstract state spaces are investigated. Here, an abstract state space is an ordered Banach space where the norm has an additivity property on the cone of…

Functional Analysis · Mathematics 2020-01-20 Farrukh Mukhamedov , Ahmed Al-Rawashdeh

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…

Functional Analysis · Mathematics 2013-11-05 Farrukh Mukhamedov

It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigations of limiting behavior of Markov processes. Several interesting properties of the ergodicity coefficient of a positive mapping defined on…

Functional Analysis · Mathematics 2017-04-26 Nazife Erkurşun Özcan , Farrukh Mukhamedov

In our earlier paper, a generalized Dobrushin ergodicity coefficient of Markov operators (acting on abstract state spaces) with respect to a projection $P$, has been introduced and studied. It turned out that the introduced coefficient was…

Functional Analysis · Mathematics 2020-01-22 Farrukh Mukhamedov , Ahmed Al-Rawashdeh

We consider general Markov chains with discrete time in an arbitrary measurable (phase) space and homogeneous in time. Markov chains are defined by the classical transition function which within the framework of the operator treatment…

Probability · Mathematics 2020-06-17 Alexander I. Zhdanok

We provide explicit expressions for the constants involved in the characterisation of ergodicity of sub-geometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation…

Probability · Mathematics 2014-03-18 Christophe Andrieu , Gersende Fort , Matti Vihola

We apply Doeblin's ergodicity coefficient as a computational tool to approximate the occupancy distribution of a set of states in a homogeneous but possibly non-stationary finite Markov chain. Our approximation is based on new properties…

Probability · Mathematics 2010-03-16 Stephen Chestnut , Manuel Lladser

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…

Probability · Mathematics 2023-09-25 Abhishek Gupta , Rahul Jain , Peter Glynn

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…

Probability · Mathematics 2021-11-02 Alexander Veretennikov , Maria Veretennikova

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…

Probability · Mathematics 2007-05-23 Randal Douc , Eric Moulines , Philippe Soulier

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…

Information Theory · Computer Science 2024-07-03 Anuran Makur , Japneet Singh

Dynamical systems that are contracting on a subspace are said to be semicontracting. Semicontraction theory is a useful tool in the study of consensus algorithms and dynamical flow systems such as Markov chains. To develop a comprehensive…

Probability · Mathematics 2022-12-22 Giulia De Pasquale , Kevin D. Smith , Francesco Bullo , Maria Elena Valcher

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…

Probability · Mathematics 2010-11-11 Aldéric Joulin , Yann Ollivier

Contraction rates of time-varying maps induced by dynamical systems illuminate a wide range of asymptotic properties with applications in stability analysis and control theory. In finite-dimensional smoothly varying inner-product spaces…

Dynamical Systems · Mathematics 2022-01-11 Anand Srinivasan , Jean-Jacques Slotine

In this short note we prove ``effective" geometric ergodicity (i.e a Perron-Frobenius theorem) for Markov chains in random mixing dynamical environment satisfying a random non-uniform version of the Doeblin condition. Effectivity here means…

Probability · Mathematics 2026-01-05 Yeor Hafouta

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…

Operator Algebras · Mathematics 2019-11-26 Xinxin Chen , Adam Dor-On , Langwen Hui , Christopher Linden , Yifan Zhang

Motivated by a model presented by S. Gudder, we study a quantum generalization of Markov chains and discuss the relation between these maps and open quantum random walks, a class of quantum channels described by S. Attal et al. We consider…

Quantum Physics · Physics 2016-08-10 Carlos F. Lardizabal , Rafael R. Souza

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…

Operator Algebras · Mathematics 2007-05-23 Farrukh Mukhamedov , Hasan Akin , Seyit Temir

In order to successfully explore quantum systems which are perturbations of simple models, it is essential to understand the complexity of perturbation bounds. We must ask ourselves: How quantum many-body systems can be artificially…

Functional Analysis · Mathematics 2018-08-09 Nazife Erkurşun-Özcan , Farrukh Mukhamedov
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