A Linear Programming Approach to Error Bounds for Random Walks in the Quarter-plane

We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities along the boundaries of the state space. A Markov reward approach is used to bound the approximation error. The main contribution of the work is the formulation of a linear program that provides the approximation error

An approximation scheme for quasi-stationary distributions of killed diffusions

In this paper we study the asymptotic behavior of the normalized weighted empirical occupation measures of a diffusion process on a compact manifold which is killed at a smooth rate and then regenerated at a random location, distributed according to the weighted empirical occupation measure. We show that the weighted occupation measures almost surely comprise an asymptotic pseudo-trajectory for a certain deterministic measure-valued semiflow, after suitably rescaling the time, and that with probability one they converge to the quasi-stationary distribution of the killed diffusion. These results provide theoretical justification for a scalable quasi-stationary Monte Carlo method for sampling from Bayesian posterior distributions.Comment: v2: revised version, 29 pages, 1 figur

Quantum logarithmic Sobolev inequalities and rapid mixing

A family of logarithmic Sobolev inequalities on finite dimensional quantum state spaces is introduced. The framework of non-commutative \bL_p-spaces is reviewed and the relationship between quantum logarithmic Sobolev inequalities and the hypercontractivity of quantum semigroups is discussed. This relationship is central for the derivation of lower bounds for the logarithmic Sobolev (LS) constants. Essential results for the family of inequalities are proved, and we show an upper bound to the generalized LS constant in terms of the spectral gap of the generator of the semigroup. These inequalities provide a framework for the derivation of improved bounds on the convergence time of quantum dynamical semigroups, when the LS constant and the spectral gap are of the same order. Convergence bounds on finite dimensional state spaces are particularly relevant for the field of quantum information theory. We provide a number of examples, where improved bounds on the mixing time of several semigroups are obtained; including the depolarizing semigroup and quantum expanders.Comment: Updated manuscript, 30 pages, no figure

Gibbs point process approximation: Total variation bounds using Stein's method

We obtain upper bounds for the total variation distance between the distributions of two Gibbs point processes in a very general setting. Applications are provided to various well-known processes and settings from spatial statistics and statistical physics, including the comparison of two Lennard-Jones processes, hard core approximation of an area interaction process and the approximation of lattice processes by a continuous Gibbs process. Our proof of the main results is based on Stein's method. We construct an explicit coupling between two spatial birth-death processes to obtain Stein factors, and employ the Georgii-Nguyen-Zessin equation for the total bound.Comment: Published in at http://dx.doi.org/10.1214/13-AOP895 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org