Coarse Ricci curvature for continuous-time Markov processes

Laurent Veysseire

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arXiv · 1202.0420

Coarse Ricci curvature for continuous-time Markov processes

Laurent Veysseire

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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.

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Laurent Veysseire. 2012-02-02. Coarse Ricci curvature for continuous-time Markov processes. https://arxiv.org/abs/1202.0420

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