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We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…

概率论 · 数学 2022-10-13 Adrian Riekert

We prove that every GNS-symmetric quantum Markov semigroup on a finite dimensional matrix algebra satisfies a modified log-Sobolev inequality. In the discrete time setting, we prove that every finite dimensional GNS-symmetric quantum…

量子物理 · 物理学 2022-06-01 Li Gao , Cambyse Rouzé

There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

统计力学 · 物理学 2007-05-23 C. Maes , K. Netocny

In this work, we develop a comparison procedure for the Modified log-Sobolev Inequality (MLSI) constants of two reversible Markov chains on a finite state space. Efficient comparison of the MLSI Dirichlet forms is a well known obstacle in…

概率论 · 数学 2022-06-28 Konstantin Tikhomirov , Pierre Youssef

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.…

概率论 · 数学 2022-05-24 Andrew Barbour , Graham Brightwell , Malwina Luczak

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…

概率论 · 数学 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

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

The spatial symmetry property of truncated birth-death processes studied in Di Crescenzo [6] is extended to a wider family of continuous-time Markov chains. We show that it yields simple expressions for first-passage-time densities and…

概率论 · 数学 2007-05-23 Antonio Di Crescenzo , Annapatrizia Nastro

In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…

度量几何 · 数学 2012-04-17 Otis Chodosh

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…

概率论 · 数学 2012-10-12 Bertrand Cloez

We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…

统计理论 · 数学 2011-02-28 Neal Madras , Deniz Sezer

Quantitative convergence in Wasserstein distance is often easier to establish than that in total variation distance. We show that such bounds allowing subgeometric rates yield central limit theorems (CLTs) for additive functionals of Markov…

统计理论 · 数学 2025-11-25 Rui Jin , Aixin Tan

When the Ricci curvature of a Riemannian manifold is not lower bounded by a constant, but lower bounded by a continuous function, we give a new characterization of this lower bound through the convexity of relative entropy on the…

概率论 · 数学 2015-07-30 Jinghai Shao , Bo Wu

We consider a new functional inequality controlling the rate of relative entropy decay for random walks, the interchange process and more general block-type dynamics for permutations. The inequality lies between the classical logarithmic…

概率论 · 数学 2022-05-12 Alexandre Bristiel , Pietro Caputo

We prove that sufficiently low-entropy closed hypersurfaces can be perturbed so that their mean curvature flow encounters only spherical and cylindrical singularities. Our theorem applies to all closed surfaces in $\mathbb{R}^3$ with…

微分几何 · 数学 2023-06-05 Otis Chodosh , Kyeongsu Choi , Christos Mantoulidis , Felix Schulze

We prove the equivalence of the curvature-dimension bounds of Lott-Sturm-Villani (via entropy and optimal transport) and of Bakry--\'Emery (via energy and \Gamma_2$-calculus) in complete generality for infinitesimally Hilbertian metric…

微分几何 · 数学 2013-07-30 Matthias Erbar , Kazumasa Kuwada , Karl-Theodor Sturm

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…

概率论 · 数学 2023-05-09 Justin Salez

We consider Linear Stochastic Approximation (LSA) with a constant stepsize and Markovian data. Viewing the joint process of the data and LSA iterate as a time-homogeneous Markov chain, we prove its convergence to a unique limiting and…

机器学习 · 统计学 2026-01-21 Dongyan Huo , Yudong Chen , Qiaomin Xie

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…

微分几何 · 数学 2020-01-20 Li-Juan Cheng , Anton Thalmaier , Shao-Qin Zhang

We investigate the problem of minimizing the entropy production for a physical process that can be described in terms of a Markov jump dynamics. We show that, without any further constraints, a given time-evolution may be realized at…

统计力学 · 物理学 2022-02-16 Andreas Dechant