Contraction in the Wasserstein metric for some Markov chains, and applications to the dynamics of expanding maps

DOI10.1088/0951-7715/28/11/4117zbMATH Open1357.37010arXiv1412.0848OpenAlexW2963968107MaRDI QIDQ3458804FDOQ3458804

Authors: Manuel Stadlbauer, Benoît Kloeckner, A. O. Lopes 

Publication date: 23 December 2015

Published in: Nonlinearity (Search for Journal in Brave)

Abstract: We employ techniques from optimal transport in order to prove decay of transfer operators associated to iterated functions systems and expanding maps, giving rise to a new proof without requiring a Doeblin-Fortet (or Lasota-Yorke) inequality. Our main result is the following. Suppose $T$ is an expanding transformation acting on a compact metric space $M$ and $A:MomathbbR$ a given fixed H{"o}lder function, and denote by $L$ the Ruelle operator associated to $A$. We show that if $L$ is normalized (i.e. if $L(1)=1$), then the dual transfer operator $L^{*}$ is an exponential contraction on the set of probability measures on $M$ with the $1$-Wasserstein metric.Our approach is flexible and extends to a relatively general setting, which we name Iterated Contraction Systems. We also derive from our main result several dynamical consequences; for example we show that Gibbs measures depends in a Lipschitz-continuous way on variations of the potential.

Full work available at URL: https://arxiv.org/abs/1412.0848

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zbMATH Keywords

Wasserstein spacespectral gapoptimal couplingRuelle operatorcoupling techniques

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Dynamical aspects of measure-preserving transformations (37A05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Optimality conditions for problems involving randomness (49K45)

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Cited In (14)

• An optimal transportation approach to the decay of correlations for non-uniformly expanding maps
• Optimal transport and dynamics of expanding circle maps acting on measures
• Spectral triples and Dixmier trace representations of Gibbs measures: theory and examples
• Quenched and annealed equilibrium states for random Ruelle expanding maps and applications
• Nonequilibrium in thermodynamic formalism: the second law, gases and information geometry
• Invariant probabilities for discrete time linear dynamics via thermodynamic formalism
• A linear response for dynamical systems with additive noise
• Empirical measures: regularity is a counter-curse to dimensionality
• Level-2 IFS thermodynamic formalism: Gibbs probabilities in the space of probabilities and the push-forward map
• Ergodic and thermodynamic games
• Entropy, pressure, ground states and calibrated sub-actions for linear dynamics
• Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus
• A formula for the entropy of the convolution of Gibbs probabilities on the circle
• A Ruelle-Perron-Frobenius theorem for expanding circle maps with an indifferent fixed point

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