On the Kantorovich contraction of Markov semigroups
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866912937982033920 |
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| author | Del Moral, Pierre Gerber, Mathieu |
| author_facet | Del Moral, Pierre Gerber, Mathieu |
| contents | This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple contraction cost framework developed in this article, which combines standard Lyapunov techniques with local contraction conditions, helps to unifying and simplifying many arguments in the stability of Markov semigroups, as well as to improve upon some existing results. Our results can be applied to both discrete time and continuous time Markov semigroups, and we illustrate their wide applicability in the context of (i) Markov transitions on models with boundary states, including bounded domains with entrance boundaries, (ii) operator products of a Markov kernel and its adjoint, including two-block-type Gibbs samplers, (iii) iterated random functions and (iv) diffusion models, including overdampted Langevin diffusion with convex at infinity potentials. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_08111 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the Kantorovich contraction of Markov semigroups Del Moral, Pierre Gerber, Mathieu Probability Statistics Theory This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple contraction cost framework developed in this article, which combines standard Lyapunov techniques with local contraction conditions, helps to unifying and simplifying many arguments in the stability of Markov semigroups, as well as to improve upon some existing results. Our results can be applied to both discrete time and continuous time Markov semigroups, and we illustrate their wide applicability in the context of (i) Markov transitions on models with boundary states, including bounded domains with entrance boundaries, (ii) operator products of a Markov kernel and its adjoint, including two-block-type Gibbs samplers, (iii) iterated random functions and (iv) diffusion models, including overdampted Langevin diffusion with convex at infinity potentials. |
| title | On the Kantorovich contraction of Markov semigroups |
| topic | Probability Statistics Theory |
| url | https://arxiv.org/abs/2511.08111 |