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

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…

We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered:…

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in $[0,\infty)$, is ergodic and irreversible.…

In the present paper, we introduce a concept of Ricci curvature on hypergraphs for a nonlinear Laplacian. We prove that our definition of the Ricci curvature is a generalization of Lin-Lu-Yau coarse Ricci curvature for graphs to…

In this article, exponential contraction in Wasserstein distance for heat semigroups of diffusion processes on Riemannian manifolds is established under curvature conditions where Ricci curvature is not necessarily required to be…

Convergence rate to the stationary distribution for continuous-time Markov processes can be studied using Lyapunov functions. Recent work by the author provided explicit rates of convergence in special case of a reflected jump-diffusion on…

We express the discrete Ricci curvature of a graph as the minimal eigenvalue of a family of matrices, one for each vertex of a graph whose entries depend on the local adjaciency structure of the graph. Using this method we compute or bound…

This paper deals with locally constrained inverse curvature flows in a broad class of Riemannian warped spaces. For a certain class of such flows we prove long time existence and smooth convergence to a radial coordinate slice. In the case…

We describe a few elementary aspects of the circle of ideas associated with a quantum field theory (QFT) approach to Riemannian Geometry, a theme related to how Riemannian structures are generated out of the spectrum of (random or quantum)…

We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…

For a reversible and ergodic Markov chain $\{X_n,n\geq0\}$ with invariant distribution $\pi$, we show that a valid confidence interval for $\pi(h)$ can be constructed whenever the asymptotic variance $\sigma^2_P(h)$ is finite and positive.…

We propose a discrete time discrete space Markov chain approximation with a Brownian bridge correction for computing curvilinear boundary crossing probabilities of a general diffusion process on a finite time interval. For broad classes of…

We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…

Searching for the dynamical foundations of the Havrda-Charv\'{a}t/Dar\'{o}czy/Cressie-Read/Tsallis non-additive entropy, we come across a covariant quantity called, alternatively, a generalized Ricci curvature, an $N$-Ricci curvature or a…

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

We prove that S^2 x S^2 satisfies an intermediate condition between having metrics with positive Ricci and positive sectional curvature. Namely, there exist metrics for which the average of the sectional curvatures of any two planes tangent…

Quantum Markov chains (QMCs) are positive maps on a trace-class space describing open quantum dynamics on graphs. Such objects have a statistical resemblance with classical random walks, while at the same time it allows for internal…

In this paper, we prove the convergence and uniqueness of a general discrete-time nonlinear Markov chain with specific conditions. The results have important applications in discrete differential geometry. First, we prove the discrete-time…

In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…

In this short note we discuss some recent results about two-positive Ricci curvature and their applications to positive Einstein curvature.