Spectral gap and curvature of monotone Markov chains
Probability
2023-05-09 v1 Combinatorics
Abstract
We prove that the absolute spectral gap of any monotone Markov chain coincides with its optimal Ollivier-Ricci curvature, where the word `optimal' refers to the choice of the underlying metric. Moreover, we provide a new expression in terms of local variations of increasing functions, which has several practical advantages over the traditional variational formulation using the Dirichlet form. As an illustration, we explicitly determine the optimal curvature and spectral gap of the non-conservative exclusion process with heterogeneous reservoir densities on any network, despite the lack of reversibility.
Keywords
Cite
@article{arxiv.2305.04688,
title = {Spectral gap and curvature of monotone Markov chains},
author = {Justin Salez},
journal= {arXiv preprint arXiv:2305.04688},
year = {2023}
}
Comments
14 pages; comments welcome!