142 research outputs found
Dobrushin ergodicity coefficient for Markov operators on cones, and beyond
The analysis of classical consensus algorithms relies on contraction
properties of adjoints of Markov operators, with respect to Hilbert's
projective metric or to a related family of seminorms (Hopf's oscillation or
Hilbert's seminorm). We generalize these properties to abstract consensus
operators over normal cones, which include the unital completely positive maps
(Kraus operators) arising in quantum information theory. In particular, we show
that the contraction rate of such operators, with respect to the Hopf
oscillation seminorm, is given by an analogue of Dobrushin's ergodicity
coefficient. We derive from this result a characterization of the contraction
rate of a non-linear flow, with respect to Hopf's oscillation seminorm and to
Hilbert's projective metric
Positive contraction mappings for classical and quantum Schrodinger systems
The classical Schrodinger bridge seeks the most likely probability law for a
diffusion process, in path space, that matches marginals at two end points in
time; the likelihood is quantified by the relative entropy between the sought
law and a prior, and the law dictates a controlled path that abides by the
specified marginals. Schrodinger proved that the optimal steering of the
density between the two end points is effected by a multiplicative functional
transformation of the prior; this transformation represents an automorphism on
the space of probability measures and has since been studied by Fortet,
Beurling and others. A similar question can be raised for processes evolving in
a discrete time and space as well as for processes defined over non-commutative
probability spaces. The present paper builds on earlier work by Pavon and
Ticozzi and begins with the problem of steering a Markov chain between given
marginals. Our approach is based on the Hilbert metric and leads to an
alternative proof which, however, is constructive. More specifically, we show
that the solution to the Schrodinger bridge is provided by the fixed point of a
contractive map. We approach in a similar manner the steering of a quantum
system across a quantum channel. We are able to establish existence of quantum
transitions that are multiplicative functional transformations of a given Kraus
map, but only for the case of uniform marginals. As in the Markov chain case,
and for uniform density matrices, the solution of the quantum bridge can be
constructed from the fixed point of a certain contractive map. For arbitrary
marginal densities, extensive numerical simulations indicate that iteration of
a similar map leads to fixed points from which we can construct a quantum
bridge. For this general case, however, a proof of convergence remains elusive.Comment: 27 page
Hypergraph conditions for the solvability of the ergodic equation for zero-sum games
The ergodic equation is a basic tool in the study of mean-payoff stochastic
games. Its solvability entails that the mean payoff is independent of the
initial state. Moreover, optimal stationary strategies are readily obtained
from its solution. In this paper, we give a general sufficient condition for
the solvability of the ergodic equation, for a game with finite state space but
arbitrary action spaces. This condition involves a pair of directed hypergraphs
depending only on the ``growth at infinity'' of the Shapley operator of the
game. This refines a recent result of the authors which only applied to games
with bounded payments, as well as earlier nonlinear fixed point results for
order preserving maps, involving graph conditions.Comment: 6 pages, 1 figure, to appear in Proc. 54th IEEE Conference on
Decision and Control (CDC 2015
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