Ricci curvature of Markov chains on metric spaces
| dc.creator | Ollivier, Yann | |
| dc.date | 2007-01-30 | |
| dc.date | 2007-07-30 | |
| dc.date.accessioned | 2026-07-07T08:20:49Z | |
| dc.date.available | 2026-07-07T08:20:49Z | |
| dc.description | We define the Ricci curvature of Markov chains on metric spaces as a local contraction coefficient of the random walk acting on the space of probability measures equipped with a Wasserstein transportation distance. For Brownian motion on a Riemannian manifold this gives back the value of Ricci curvature of a tangent vector. Examples of positively curved spaces for this definition include the discrete cube and discrete versions of the Ornstein--Uhlenbeck process. Moreover this generalization is consistent with the Bakry--Émery Ricci curvature for Brownian motion with a drift on a Riemannian manifold. Positive Ricci curvature is easily shown to imply a spectral gap, a Lévy--Gromov-like Gaussian concentration theorem and a kind of modified logarithmic Sobolev inequality. These bounds are sharp in several interesting examples. | |
| dc.identifier | https://arxiv.org/abs/math/0701886 | |
| dc.identifier | http://arxiv.org/abs/math/0701886 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/135179 | |
| dc.subject | Probability | |
| dc.subject | Metric Geometry | |
| dc.subject | 51F99, 53B21, 60B99 | |
| dc.title | Ricci curvature of Markov chains on metric spaces | |
| dc.type | text |