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We introduce a unified framework to estimate the convergence of Markov chains to equilibrium in Wasserstein distance. The framework can provide convergence bounds with rates ranging from polynomial to exponential, all derived from a…

Probability · Mathematics 2025-06-09 Yanlin Qu , Jose Blanchet , Peter Glynn

We study the renormalization of the Ricci curvature as an example of generally covariant operators in quantum gravity near two dimensions. We find that it scales with a definite scaling dimension at short distance. The Ricci curvature…

High Energy Physics - Theory · Physics 2016-09-06 Yoshihisa Kitazawa , Masao Ninomiya

We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…

Probability · Mathematics 2020-11-10 John Armstrong , Tim King

In this paper, we provide sufficient conditions for the existence of the invariant distribution and for subgeometric rates of convergence in Wasserstein distance for general state-space Markov chains which are (possibly) not irreducible.…

Probability · Mathematics 2015-07-15 Alain Durmus , Gersende Fort , Eric Moulines

We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…

Statistics Theory · Mathematics 2026-03-04 Sourav Majumdar

We sharpen a gap theorem of Chan & Lee for nonnegative Ricci curvature manifolds that have positive asymptotic volume ratio and small enough scale-invariant integral curvature (so-called "curvature concentration"), by showing that the…

Differential Geometry · Mathematics 2024-12-13 Adam Martens

A sequence of Markov chains is said to exhibit (total variation) cutoff if the convergence to stationarity in total variation distance is abrupt. We consider reversible lazy chains. We prove a necessary and sufficient condition for the…

Probability · Mathematics 2018-01-19 Riddhipratim Basu , Jonathan Hermon , Yuval Peres

We study posterior rates of contraction in Gaussian process regression with unbounded covariate domain. Our argument relies on developing a Gaussian approximation to the posterior of the leading coefficients of a Karhunen--Lo\'{e}ve…

Statistics Theory · Mathematics 2015-10-06 Anirban Bhattacharya , Debdeep Pati

In this paper, we generalize Chow-Luo's combinatorial Ricci flow to inversive distance circle packing setting. Although the solution to the generalized flow may develop singularities in finite time, we can always extend the solution so as…

Geometric Topology · Mathematics 2016-05-02 Huabin Ge , Wenshuai Jiang

We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…

Statistics Theory · Mathematics 2011-02-28 Neal Madras , Deniz Sezer

In this paper we analyze the behavior of the distance function under Ricci flows whose scalar curvature is uniformly bounded. We will show that on small time-intervals the distance function is $\frac12$-H\"older continuous in a uniform…

Differential Geometry · Mathematics 2015-06-11 Richard H. Bamler , Qi S. Zhang

We construct a new Markov chain Monte Carlo method on finite states with optimal choices of acceptance-rejection ratio functions. We prove that the constructed continuous time Markov jumping process has a global in-time convergence rate in…

Optimization and Control · Mathematics 2023-02-06 Wuchen Li , Linyuan Lu

We study Poisson's equation in the context of general state space Markov chains. For chains satisfying a contraction assumption w.r.t. a Wasserstein distance, we show that a solution exists for Lipschitz functions and investigate its…

Probability · Mathematics 2026-02-24 Julian Hofstadler

In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…

Statistics Theory · Mathematics 2016-10-06 Lionel Truquet

We establish three remarkable consequences of non-negative curvature for sparse Markov chains. First, their conductance decreases logarithmically with the number of states. Second, their displacement is at least diffusive until the mixing…

Probability · Mathematics 2022-06-17 Florentin Münch , Justin Salez

We consider an inverse variational problem for the lines of constant curvature in (pseudo-)Euclidean two-, three-, and four-dimensional spaces. The accumulated results are physically meaningful in the case of relativistic mechanics of…

Classical Analysis and ODEs · Mathematics 2022-02-17 R. Ya. Matsyuk

Causal reversibility blends reversibility and causality for concurrent systems. It indicates that an action can be undone provided that all of its consequences have been undone already, thus making it possible to bring the system back to a…

Logic in Computer Science · Computer Science 2024-02-14 Marco Bernardo , Claudio A. Mezzina

We address the problem of estimating the mixing time of a Markov chain from a single trajectory of observations. Unlike most previous works which employed Hilbert space methods to estimate spectral gaps, we opt for an approach based on…

Probability · Mathematics 2023-09-13 Geoffrey Wolfer

We develop a new and systematic method for proving entropic Ricci curvature lower bounds for Markov chains on discrete sets. Using different methods, such bounds have recently been obtained in several examples (e.g., 1-dimensional birth and…

Probability · Mathematics 2016-06-28 Max Fathi , Jan Maas

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Probability · Mathematics 2012-06-26 Konstantin Avrachenkov , Alexei Piunovskiy , Zhang Yi