Related papers: Coarse Ricci curvature for continuous-time Markov …
In this paper we present several curvature estimates for solutions of the Ricci flow which depend on smallness of certain local integrals of the norm of the Riemann curvature tensor.
For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria…
We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger…
Let $S_N$ be the sum of vector-valued functions defined on a finite Markov chain. An analogue of the Bernstein--Hoeffding inequality is derived for the probability of large deviations of $S_N$ and relates the probability to the spectral gap…
In this paper, we establish a framework for the analysis of linear parabolic equations on conical surfaces and use them to study the conical Ricci flow. In particular, we prove the long time existence of the conical Ricci flow for general…
We introduce a continuous time-reversal operation which connects the time-forward and time-reversed trajectories in the steady state of an irreversible Markovian dynamics via a continuous family of stochastic dynamics. This continuous…
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of…
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…
In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding inequalities for independent random variables. Our conditions…
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.…
We construct a geometric framework for cosmological large-scale structure based on optimal transport theory and Wasserstein geometry. In this framework, Ricci curvature on the probability measure space $\mathcal{P}_2(M)$ is characterized by…
Considering a Markov chain defined on a cycle, near-quadratic improvement of mixing is shown when only a subtle perturbation is introduced to the structure and non-reversible transition probabilities are used. More precisely, a mixing time…
In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…
We proved that the normalized Ricci flow does not preserve the positivity of Ricci curvature of Riemannian metrics on every generalized Wallach space with $a_1+a_2+a_3\le 1/2$, in particular on the spaces…
In this paper, we are interested in a generalised Vlasov equation, which describes the evolution of the probability density of a particle evolving according to a generalised Vlasov dynamic. The achievement of the paper is twofold. Firstly,…
In this note, we prove a uniform distance distortion estimate for Ricci flows with uniformly bounded scalar curvature, independent of the lower bound of the initial $\mu$-entropy. Our basic principle tells that once correctly renormalized,…
In this paper we investigate a kind of generalized Ricci flow which possesses a gradient form. We study the monotonicity of the given function under the generalized Ricci flow and prove that the related system of partial differential…
Giving explicit parametrizations of discrete constant Gaussian curvature surfaces of revolution that are defined from an integrable systems approach, we study Ricci flow for discrete surfaces, and see how discrete surfaces of revolution…
The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often yields pessimistic estimates and is challenging to infer…
In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…