Dobrushin's ergodicity coefficient for Markov operators on cones

DOI10.1007/S00020-014-2193-2zbMATH Open1323.46042arXiv1307.4649OpenAlexW2009327457MaRDI QIDQ487212FDOQ487212

Authors: Stéphane Gaubert, Zheng Qu 

Publication date: 19 January 2015

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

Abstract: We give a characterization of the contraction ratio of bounded linear maps in Banach space with respect to Hopf's oscillation seminorm, which is the infinitesimal distance associated to Hilbert's projective metric, in terms of the extreme points of a certain abstract "simplex". The formula is then applied to abstract Markov operators defined on arbitrary cones, which extend the row stochastic matrices acting on the standard positive cone and the completely positive unital maps acting on the cone of positive semidefinite matrices. When applying our characterization to a stochastic matrix, we recover the formula of Dobrushin's ergodicity coefficient. When applying our result to a completely positive unital map, we therefore obtain a noncommutative version of Dobrushin's ergodicity coefficient, which gives the contraction ratio of the map (representing a quantum channel or a "noncommutative Markov chain") with respect to the diameter of the spectrum. The contraction ratio of the dual operator (Kraus map) with respect to the total variation distance will be shown to be given by the same coefficient. We derive from the noncommutative Dobrushin's ergodicity coefficient an algebraic characterization of the convergence of a noncommutative consensus system or equivalently the ergodicity of a noncommutative Markov chain.

Full work available at URL: https://arxiv.org/abs/1307.4649

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zbMATH Keywords

Markov operatorconsensusinvariant measurequantum channelcontraction ratioDobrushin's ergodicity coefficientnoncommutative Markov chainordered linear spacerank one matrix

Mathematics Subject Classification ID

Noncommutative probability and statistics (46L53) Convex sets and cones of operators (47L07)

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• Phase transitions in the Ising model on a hierarchical random graph based on the triangle
• Dobrushin-Kotecký-Shlosman theorem for polygonal Markov fields in the plane
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• Ergodicity of nonlinear Markov operators on the finite dimensional space
• The Dobrushin ergodicity coefficient and the ergodicity of noncommutative Markov chains
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• The contraction rate in Thompson's part metric of order-preserving flows on a cone -- application to generalized Riccati equations
• Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base
• Uniform ergodicities and perturbation bounds of Markov chains on base norm spaces
• Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions
• Understanding and monitoring the evolution of the Covid-19 epidemic from medical emergency calls: the example of the Paris area
• Generalized Dobrushin ergodicity coefficient and ergodicities of non-homogeneous Markov chains
• Generalized Dobrushin coefficients on Banach spaces
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