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Uniform density ratios bound the Dobrushin coefficient

Statement

Let K:S⇝E be a probability kernel on a nonempty measurable source space. Suppose a sigma-finite measure λ on E and probability densities kx satisfy K(x,A)=∫Akx dλ for every x∈S and measurable A⊆E. If C≥1 and, for every x,x′∈S, kx(z)≤Ckx′(z) for λ-almost every z, then the Dobrushin coefficient from Dobrushin contraction coefficient for a probability kernel obeys δ(K)≤1−C−1.

Facts & Assumptions

Given: The probability kernel, common dominating measure, normalized densities, and pairwise density-ratio bound in the Statement.

[F1]

Dobrushin contraction coefficient for a probability kernel: δ(K) is the supremum over x,x′ of the event-supremum total-variation distance between K(x,⋅) and K(x′,⋅).

[F2]

Total variation distance for probability laws: For probability measures P,Q, ∥P−Q∥TV=sup⁡A∣P(A)−Q(A)∣.

Proof

Given: The hypotheses in the Statement.

1.1givenalgebra

Fix x,x′∈S and write p=kx, q=kx′. The assumed ordered-pair bound gives p≤Cq almost everywhere, so q≥p/C. Where p≤q, min⁡(p,q)=p≥p/C; where p>q, the same inequality p≤Cq gives min⁡(p,q)=q≥p/C. Hence ∫min⁡(p,q) dλ≥C−1∫p dλ=C−1.

2.1F1F2step 1.1algebra

Let A+={z:p(z)≥q(z)}. For every measurable A, ∣∫A(p−q) dλ∣≤∫(p−q)+ dλ. Since ∫(p−q)=0, the positive and negative parts have equal integral, and ∫(p−q)+ dλ=1−∫min⁡(p,q) dλ; equality is attained at A+. Thus [F2] gives ∥K(x,⋅)−K(x′,⋅)∥TV=1−∫min⁡(p,q) dλ≤1−C−1 by step 1.1.

3.1F1step 2.1∎

The bound in step 2.1 holds for every pair x,x′, so taking their supremum in [F1] proves δ(K)≤1−C−1.

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