English
Related papers

Related papers: Coarse Ricci curvature for continuous-time Markov …

200 papers

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…

Probability · Mathematics 2012-10-12 Bertrand Cloez

We elaborate the notion of a Ricci curvature lower bound for parametrized statistical models. Following the seminal ideas of Lott-Strum-Villani, we define this notion based on the geodesic convexity of the Kullback-Leibler divergence in a…

Statistics Theory · Mathematics 2021-01-05 Wuchen Li , Guido Montufar

We establish a new Bernstein-type deviation inequality for general (non-reversible) discrete-time Markov chains via an elementary approach. More robust than existing works in the literature, our result only requires the Markov chain to…

Probability · Mathematics 2025-10-07 De Huang , Xiangyuan Li

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…

Probability · Mathematics 2026-04-02 Eustache Besançon , Laure Coutin , Laurent Decreusefond , Pascal Moyal

We introduce a novel concept of coarse extrinsic curvature for Riemannian submanifolds, inspired by Ollivier's notion of coarse Ricci curvature. This curvature is derived from the Wasserstein 1-distance between probability measures…

Differential Geometry · Mathematics 2025-04-11 Marc Arnaudon , Xue-Mei Li , Benedikt Petko

Motivated by the search for geometric observables in nonperturbative quantum gravity, we define a notion of coarse-grained Ricci curvature. It is based on a particular way of extracting the local Ricci curvature of a smooth Riemannian…

High Energy Physics - Theory · Physics 2018-02-21 N. Klitgaard , R. Loll

Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincar\'{e} inequality) for some classes of Markov chains. In this work, we show…

Probability · Mathematics 2025-03-04 Francesco Pedrotti

We establish a general perturbative method to prove entropic Ricci curvature bounds for interacting stochastic particle systems. We apply this method to obtain curvature bounds in several examples, namely: Glauber dynamics for a class of…

Probability · Mathematics 2016-02-18 Matthias Erbar , Christopher Henderson , Georg Menz , Prasad Tetali

Lumping a Markov process introduces a coarser level of description that is useful in many contexts and applications. The dynamics on the coarse grained states is often approximated by its Markovian component. In this letter we derive…

Statistical Mechanics · Physics 2012-07-31 David Andrieux

We introduce quantum versions of the $\chi^2$-divergence, provide a detailed analysis of their properties, and apply them in the investigation of mixing times of quantum Markov processes. An approach similar to the one presented in [1-3]…

Quantum Physics · Physics 2024-04-08 K. Temme , M. J. Kastoryano , M. B. Ruskai , M. M. Wolf , F. Verstraete

We introduce a novel definition of curvature for hypergraphs, a natural generalization of graphs, by introducing a multi-marginal optimal transport problem for a naturally defined random walk on the hypergraph. This curvature, termed…

Information Theory · Computer Science 2018-03-26 Shahab Asoodeh , Tingran Gao , James Evans

We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently…

Probability · Mathematics 2018-08-22 Andreas Eberle , Mateusz B. Majka

The problem of defining correctly geometric objects such as the curvature is a hard one in discrete geometry. In 2009, Ollivier defined a notion of curvature applicable to a wide category of measured metric spaces, in particular to graphs.…

Differential Geometry · Mathematics 2014-03-10 Benoît Loisel , Pascal Romon

In this paper, we are interested in the time derivative of the Wasserstein distance between the marginals of two Markov processes. As recalled in the introduction, the Kantorovich duality leads to a natural candidate for this derivative. Up…

Probability · Mathematics 2016-12-09 Aurélien Alfonsi , Jacopo Corbetta , Benjamin Jourdain

In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact manifolds possibly with reflecting or killing boundary…

Probability · Mathematics 2025-07-22 Feng-Yu Wang

In this paper we present several curvature estimates and convergence results for solutions of the Ricci flow. The curvature estimates depend on smallness of certain local space-time integrals of the norm of the Riemann curvature tensor,…

Differential Geometry · Mathematics 2007-07-17 Rugang Ye

We consider the problem of when a smooth Ricci flow, for positive time, that attains smooth initial data in a weak sense must be smooth down to the initial time. We obtain curvature estimates for an example where this fails. We prove a…

Differential Geometry · Mathematics 2022-10-27 Man-Chun Lee , Peter M. Topping

In this paper, we present new Poisson-type deviation inequalities for continuous-time Markov chains whose Wasserstein curvature or $\Gamma$-curvature is bounded below. Although these two curvatures are equivalent for Brownian motion on…

Probability · Mathematics 2007-09-14 Aldéric Joulin

When the Ricci curvature of a Riemannian manifold is not lower bounded by a constant, but lower bounded by a continuous function, we give a new characterization of this lower bound through the convexity of relative entropy on the…

Probability · Mathematics 2015-07-30 Jinghai Shao , Bo Wu

The fact that a Markov diffusion semi-group on $\mathbb R^d$ contracts the $L^p$ Wasserstein distance, which has been extensively used to establish uniform-in-time stability estimates (e.g. with respect to numerical discretization errors),…

Probability · Mathematics 2026-04-06 Pierre Monmarché