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

A consequence of the surgery theorem of Gromov and Lawson is that every closed, simply-connected 6-manifold admits a Riemannian metric of positive scalar curvature. For metrics of positive Ricci curvature it is widely open whether a similar…

In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…

In this paper, we study the problem of estimating the autocovariance sequence resulting from a reversible Markov chain. A motivating application for studying this problem is the estimation of the asymptotic variance in central limit…

It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…

The aim of this paper is to investigate the contraction properties of $p$-Wasserstein distances with respect to convolution in Euclidean spaces both qualitatively and quantitatively. We connect this question to the question of uniform…

In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…

We develop a stochastic target representation for Ricci flow and normalized Ricci flow on smooth, compact surfaces, analogous to Soner and Touzi's representation of mean curvature flow. We prove a verification/uniqueness theorem, and then…

Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the…

We present new concentration of measure inequalities for Markov chains, generalising results for chains that are contracting in Wasserstein distance. These are particularly suited to establishing the cut-off phenomenon for suitable chains.…

We establish metrics of positive $2^\mathrm{nd}$-intermediate Ricci curvature, i.e. $\mathrm{Ric}_2>0$, on products of positively curved homogeneous spaces. Using these examples, we demonstrate that the Hopf conjectures, Petersen-Wilhelm…

We present a geometrically enhanced Markov chain Monte Carlo sampler for networks based on a discrete curvature measure defined on graphs. Specifically, we incorporate the concept of graph Forman curvature into sampling procedures on both…

This paper develops a unified framework, based on iterated random operator theory, to analyze the convergence of constant stepsize recursive stochastic algorithms (RSAs). RSAs use randomization to efficiently compute expectations, and so…

We consider the notion of discrete Ricci curvature for graphs defined by Schmuckenschl{\"a}ger \cite{shmuck} and compute its value for Bruhat graphs associated to finite Coxeter groups. To do so we work with the geometric realization of a…

We study the convergence to equilibrium of the Dyson-Jacobi process, a system of n interacting particles on the segment [0, 1] arising from Random Matrix Theory. We establish the occurence of a cutoff phenomenon for the intrinsic…

We prove that a Bishop-Gromov inequality gives a lower bound of coarse Ricci curvature. We also have an estimate of the eigenvalues of the Laplacian by a lower bound of coarse Ricci curvature.

In this paper, the concept of isotropic projective Ricci curvature has been investigated. By classification of Randers metric of isotropic projective Ricci curvature, it is shown that Randers metric of projective Ricci curvature is…

Approximating the stationary probability of a state in a Markov chain through Markov chain Monte Carlo techniques is, in general, inefficient. Standard random walk approaches require $\tilde{O}(\tau/\pi(v))$ operations to approximate the…

In this short note, we show that the negative curvature is preserved in the deformation of hyperbolic warped product metrics under Ricci flow. It is also showed that the flow converges to a flat metric as time going to infinity.

For the continuous-time and the discrete-time three-state hidden Markov model, the flux of the likelihood function up to 3-dimension of the observed process is shown explicitly. As an application, the sufficient and necessary condition of…

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…