On the Kantorovich contraction of Markov semigroups

TL;DR

This paper introduces a new operator theoretic approach to analyze the contraction properties of Markov semigroups using Kantorovich semi-distances, simplifying stability analysis and extending applicability to various models.

Contribution

It develops a unified, simple contraction cost framework combining Lyapunov techniques with local contraction conditions for Markov semigroups.

Findings

Applicable to discrete and continuous time Markov semigroups

Improves stability analysis of Markov processes

Demonstrates wide applicability across different models

Abstract

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.