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We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

Probability · Mathematics 2018-02-13 Benoît Kloeckner

Let $\{X_n\}_{n\in\N}$ be a Markov chain on a measurable space $\X$ with transition kernel $P$ and let $V:\X\r[1,+\infty)$. The Markov kernel $P$ is here considered as a linear bounded operator on the weighted-supremum space $\cB_V$…

Probability · Mathematics 2013-12-06 Loïc Hervé , James Ledoux

In this review paper, we describe the use of couplings in several different mathematical problems. We consider the total variation norm, maximal coupling, and the $\bar{d}$-distance. We present a detailed proof of a result recently proved:…

Probability · Mathematics 2025-11-19 Artur O. Lopes

Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…

Machine Learning · Computer Science 2020-07-27 Abhishek Gupta , Hao Chen , Jianzong Pi , Gaurav Tendolkar

We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…

Analysis of PDEs · Mathematics 2019-06-25 Malcolm Bowles , Nassif Ghoussoub

In this paper we extend the results of the research started by the first author, in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to…

Classical Analysis and ODEs · Mathematics 2012-02-15 Yevgeniy Kovchegov , Nicholas Michalowski

Consider the $n!$ different unitary matrices that permute $n$ $d$-dimensional quantum systems. If $d\geq n$ then they are linearly independent. This paper discusses a sense in which they are approximately orthogonal (with respect to the…

Quantum Physics · Physics 2023-12-19 Aram W. Harrow

We show how the essential spectral radius of a bounded positive kernel, acting on bounded functions, is linked to its lower approximation by certain absolutely continuous kernels. The standart Doeblin's condition can be interpreted in this…

Probability · Mathematics 2007-05-23 Hubert Hennion

For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

Probability · Mathematics 2024-10-01 Takashi Kamihigashi , John Stachurski

General Markov chains with a countably additive transition probability in arbitrary phase space are considered. Markov operators extend from the space of countably additive measures to the space of finitely additive measures. In the…

Probability · Mathematics 2018-04-10 Alexander I. Zhdanok

We consider the class of quantum mechanical master equations defined on a generic Banach space, arising by projecting weakly perturbed one-parameter groups of isometries. We show that the possible semigroup approximations are far from…

Quantum Physics · Physics 2009-09-07 David Taj

This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic measure of the continuous time skew-product dynamical system…

Probability · Mathematics 2021-03-12 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to understand the ergodic properties of its conditional…

Probability · Mathematics 2014-10-28 Xin Thomson Tong , Ramon van Handel

Given a discrete-time random dynamical system represented by a cocycle of non-singular measurable maps, we may obtain information on dynamical quantities by studying the cocycle of Perron-Frobenius operators associated to the maps. Of…

Dynamical Systems · Mathematics 2019-12-10 Joseph Horan

We propose a simple criterion, inspired from the irreducible aperiodic Markov chains, to derive the exponential convergence of general positive semi-groups. When not checkable on the whole state space, it can be combined to the use of…

Probability · Mathematics 2020-11-09 Bertrand Cloez , Pierre Gabriel

In this work, we study ergodicity of continuous time Markov processes on state space $\mathbb{R}_{\geq 0} := [0,\infty)$ obtained as unique strong solutions to stochastic equations with jumps. Our first main result establishes exponential…

Probability · Mathematics 2019-02-11 Martin Friesen , Peng Jin , Jonas Kremer , Barbara Rüdiger

We study the computational difficulty of the problem of finding fixed points of nonexpansive mappings in uniformly convex Banach spaces. We show that the fixed point sets of computable nonexpansive self-maps of a nonempty, computably weakly…

Logic · Mathematics 2017-01-11 Eike Neumann

The coarse geometric Novikov conjecture provides an algorithm to determine when the higher index of an elliptic operator on a noncompact space is nonzero. The purpose of this paper is to prove the coarse geometric Novikov conjecture for…

Operator Algebras · Mathematics 2007-05-23 Gennadi Kasparov , Guoliang Yu

In this short and elementary note, we study some ergodic optimization problems for circle expanding maps. We first make an observation that if a function is not far from being convex, then its calibrated sub-actions are closer to convex…

Dynamical Systems · Mathematics 2022-04-04 Rui Gao

We propose an extension of ergodic theory which focuses on the identification of ergodicity in terms of the uniqueness of the invariant measure. We first explain the concept for the doubling maps, which can be analyzed using Fourier…

Dynamical Systems · Mathematics 2015-12-11 Haakan Hedenmalm , Alfonso Montes-Rodriguez
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