On some properties of contracting matrices

The concepts of paracontracting, pseudocontracting and nonexpanding operators have been shown to be useful in proving convergence of asynchronous or parallel iteration algorithms. The purpose of this paper is to give characterizations of these operators when they are linear and finite-dimensional. First we show that pseudocontractivity of stochastic matrices with respect to sup-norm is equivalent to the scrambling property, a concept first introduced in the study of inhomogeneous Markov chains. This unifies results obtained independently using different approaches. Secondly, we generalize the concept of pseudocontractivity to set-contractivity which is a useful generalization with respect to the Euclidean norm. In particular, we demonstrate non-Hermitian matrices that are set-contractive for ||.||_2, but not pseudocontractive for ||.||_2 or sup-norm. For constant row sum matrices we characterize set-contractivity using matrix norms and matrix graphs. Furthermore, we prove convergence results in compositions of set-contractive operators and illustrate the differences between set-contractivity in different norms. Finally, we give an application to the global synchronization in coupled map lattices.Comment: 17 page

Subgeometric ergodicity of strong Markov processes

We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial f-ergodicity in terms of a drift condition on the generator. Applications to specific processes are considered, including Langevin tempered diffusions on R^n and storage models.Comment: Published at http://dx.doi.org/10.1214/105051605000000115 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Ergodicity and mixing bounds for the Fisher-Snedecor diffusion

We consider the Fisher-Snedecor diffusion; that is, the Kolmogorov-Pearson diffusion with the Fisher-Snedecor invariant distribution. In the nonstationary setting, we give explicit quantitative rates for the convergence rate of respective finite-dimensional distributions to that of the stationary Fisher-Snedecor diffusion, and for the $\beta$-mixing coefficient of this diffusion. As an application, we prove the law of large numbers and the central limit theorem for additive functionals of the Fisher-Snedecor diffusion and construct $P$-consistent and asymptotically normal estimators for the parameters of this diffusion given its nonstationary observation.Comment: Published in at http://dx.doi.org/10.3150/12-BEJ453 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Bounds for Rankin--Selberg integrals and quantum unique ergodicity for powerful levels

Let f be a classical holomorphic newform of level q and even weight k. We show that the pushforward to the full level modular curve of the mass of f equidistributes as qk -> infinity. This generalizes known results in the case that q is squarefree. We obtain a power savings in the rate of equidistribution as q becomes sufficiently "powerful" (far away from being squarefree), and in particular in the "depth aspect" as q traverses the powers of a fixed prime. We compare the difficulty of such equidistribution problems to that of corresponding subconvexity problems by deriving explicit extensions of Watson's formula to certain triple product integrals involving forms of non-squarefree level. By a theorem of Ichino and a lemma of Michel--Venkatesh, this amounts to a detailed study of Rankin--Selberg integrals int|f|^2 E attached to newforms f of arbitrary level and Eisenstein series E of full level. We find that the local factors of such integrals participate in many amusing analogies with global L-functions. For instance, we observe that the mass equidistribution conjecture with a power savings in the depth aspect is equivalent to the union of a global subconvexity bound and what we call a "local subconvexity bound"; a consequence of our local calculations is what we call a "local Lindelof hypothesis".Comment: 43 pages; various minor corrections (many thanks to the referee) and improvements in clarity and exposition. To appear in JAM