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We establish a general perturbative method to prove entropic Ricci curvature bounds for interacting stochastic particle systems. We apply this method to obtain curvature bounds in several examples, namely: Glauber dynamics for a class of…

概率论 · 数学 2016-02-18 Matthias Erbar , Christopher Henderson , Georg Menz , Prasad Tetali

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…

概率论 · 数学 2016-06-28 Max Fathi , Jan Maas

We generalise the coarse Ricci curvature method of Ollivier by considering the coarse Ricci curvature of multiple steps in the Markov chain. This implies new spectral bounds and concentration inequalities. We also extend this approach to…

概率论 · 数学 2015-10-09 Daniel Paulin

Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…

概率论 · 数学 2022-10-18 Ankan Ganguly , Kavita Ramanan

In this paper, we show that the Ricci curvature lower bound in Ollivier's Wasserstein metric sense of a continuous time jumping Markov process on a graph can be characterized by some optimal coupling generator and provide the construction…

概率论 · 数学 2019-07-26 Lingyan Cheng , Ruinan Li , Liming Wu

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…

概率论 · 数学 2012-02-03 Laurent Veysseire

This paper constructs a new interacting particle system on a two--dimensional lattice with geometric jumps near a boundary which partially reflects the particles. The projection to each horizontal level is Markov, and on every level the…

概率论 · 数学 2016-12-20 Jeffrey Kuan

In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a…

概率论 · 数学 2016-11-23 Ante Mimica , Nikola Sandrić , René L. Schilling

Consider an interacting particle system indexed by the vertices of a (possibly random) locally finite graph whose vertices and edges are equipped with marks representing parameters of the model such as the environment and initial…

概率论 · 数学 2024-07-31 Ankan Ganguly , Kavita Ramanan

In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…

We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd \times E where E is a finite set. The continuous component evolves according to a smooth vector field that…

We consider a class of pure jump Markov processes in $\rr^d$ whose jump kernels are comparable to those of symmetric stable processes. We prove a support theorem, a lower bound on the occupation times of sets, and show that we can…

概率论 · 数学 2011-02-25 Brian M. Whitehead

We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…

概率论 · 数学 2016-03-31 Amarjit Budhiraja , Eric Friedlander

We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…

概率论 · 数学 2017-03-01 Augusto Almeida Santos , Soummya Kar , José M. F. Moura , João Xavier

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

概率论 · 数学 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…

概率论 · 数学 2024-05-07 Vadim Malyshev , Mikhail Menshikov , Serguei Popov , Andrew Wade

The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…

动力系统 · 数学 2026-05-20 Sebastian Throm

In this paper, we are interested in the exact simulation of a class of Piecewise Deterministic Markov Processes (PDMP). We show how to perform efficient thinning algorithms depending on the jump rate bound. For different types of jump rate…

概率论 · 数学 2022-02-10 Vincent Lemaire , Michèle Thieullen , Nicolas Thomas

We consider dynamics of the empirical measure of vertex neighborhood states of Markov interacting jump processes on sparse random graphs, in a suitable asymptotic limit as the graph size goes to infinity. Under the assumption of a certain…

概率论 · 数学 2025-02-10 Juniper Cocomello , Michel Davydov , Kavita Ramanan

We consider a multilevel continuous time Markov chain $X(s;N) = (X_i^j(s;N): 1 \leq i \leq j \leq N)$, which is defined by means of Jack symmetric functions and forms a certain discretization of the multilevel Dyson Brownian motion. The…

概率论 · 数学 2016-12-13 Evgeni Dimitrov , Panagiotis Lolas
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