Uniform ergodicity of nonlinear Markov operators:Dobrushin’s ergodicity coefficient for hypermatrices
Mansoor Khajibaevich Saburov · 2016
Dobrushin's ergodicity coefficient for a stochastic matrix characterizes the contraction rate of a linear Markov operator acting on a space of probability distributions equipped with the total variation norm. In this paper, we introduce Dobrushin's ergodicity coefficient for a stochastic hypermatrix which enables to provide a sufficient condition for the uniform ergodicity of nonlinear Markov operators defined by stochastic hypermatrices.