English

Constant curvature metrics for Markov chains

Probability 2017-12-08 v1 Metric Geometry

Abstract

We consider metrics which are preserved under a pp-Wasserstein transport map, up to a possible contraction. In the case p=1p=1 this corresponds to a metric which is uniformly curved in the sense of coarse Ricci curvature. We investigate the existence of such metrics in the more general sense of pseudo-metrics, where the distance between distinct points is allowed to be 0, and show the existence for general Markov chains on compact Polish spaces. Further we discuss a notion of algebraic reducibility and its relation to the existence of multiple true pseudo-metrics with constant curvature. Conversely, when the Markov chain is irreducible and the state space finite we obtain effective uniqueness of a metric with uniform curvature up to scalar multiplication and taking the ppth root, making this a natural intrinsic distance of the Markov chain. An application is given in the form of concentration inequalities for the Markov chain.

Keywords

Cite

@article{arxiv.1712.02762,
  title  = {Constant curvature metrics for Markov chains},
  author = {Florian Völlering},
  journal= {arXiv preprint arXiv:1712.02762},
  year   = {2017}
}
R2 v1 2026-06-22T23:11:30.173Z