Related papers: Dobrushin's ergodicity coefficient for Markov oper…
We consider a semigroup of operators in the Banach space $C_b(H)$ of uniformly continuous and bounded functions on a separable Hilbert space $H$. In particular, we deal with semigroups that are related to solution of stochastic PDEs in $H$…
We consider a family of measure preserving transformations, which act on a common probability space and are chosen at random by a stationary ergodic Markov chain. This setting defines an instance of a random dynamical system (RDS), which…
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theorem for families of homogeneous Markov processes. We find some sufficient conditions for geometric ergodicity uniformly over a parametric…
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…
We consider a Hilbert space that is a product of a finite number of Hilbert spaces and operators that are represented by "componental operators" acting on the Hilbert spaces that form the product space. We attribute operatorial properties…
We obtain a local central limit theorem for cocycles associated with a class of non abelian and non compact group extensions of Gibbs Markov maps. This class consists of multidimensional infinite dihedral groups. Unlike in the set up of the…
We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…
In this paper, we use the Mordukhovich derivatives to precisely find the covering constants for the metric projection operator onto nonempty closed and convex subsets in uniformly convex and uniformly smooth Banach spaces. We consider three…
We provide conditions that guarantee local rates of convergence in distribution of iterated random functions that are not nonexpansive mappings in locally compact Hadamard spaces. Our results are applied to stochastic instances of common…
In this paper, we first introduce and define several new information divergences in the space of transition matrices of finite Markov chains which measure the discrepancy between two Markov chains. These divergences offer natural…
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…
Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…
Consider continuous-time linear switched systems on R^n associated with compact convex sets of matrices. When the system is irreducible and the largest Lyapunov exponent is equal to zero, there always exists a Barabanov norm (i.e. a norm…
We examine relationships between various quantization schemes for an electrically charged particle in the field of a magnetic monopole. Quantization maps are defined in invariant geometrical terms, appropriate to the case of nontrivial…
An operator space analysis of quantum stochastic cocycles is undertaken. These are cocycles with respect to an ampliated CCR flow, adapted to the associated filtration of subspaces, or subalgebras. They form a noncommutative analogue of…
A novel framework for the analysis of observation statistics on time discrete linear evolutions in Banach space is presented. The model differs from traditional models for stochastic processes and, in particular, clearly distinguishes…
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…
This paper provides a new path method that can be used to determine when an ergodic continuous-time Markov chain on $\mathbb Z^d$ converges exponentially fast to its stationary distribution in $L^2$. Specifically, we provide general…
We demonstrate new abstract characterizations for unital and non-unital operator spaces. We characterize unital operator spaces in terms of the cone of accretive operators (operators whose real part is positive). Defining the gauge of an…
This paper studies the f-ergodicity and its exponential convergence rate for continuous-time Markov chain. Assume f is square integrable, for reversible Markov chain, it is proved that the exponential convergence of f-ergodicity holds if…