Coarse Ricci curvature for continuous-time Markov processes
Probability
2012-02-03 v1
Abstract
The coarse Ricci curvature for Markov chains is generalized for continuous time. We show that a positive coarse Ricci curvature implies a contraction of the Markov process for the Wasserstein distance between probability measures. This leads to a spectral gap estimate in the reversible case.
Cite
@article{arxiv.1202.0420,
title = {Coarse Ricci curvature for continuous-time Markov processes},
author = {Laurent Veysseire},
journal= {arXiv preprint arXiv:1202.0420},
year = {2012}
}