Ricci curvature of Markov chains on metric spaces |
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Authors: | Yann Ollivier |
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Affiliation: | ENS Lyon, UMPA, 46 allée d'Italie, Lyon, France |
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Abstract: | We define the coarse Ricci curvature of metric spaces in terms of how much small balls are closer (in Wasserstein transportation distance) than their centers are. This definition naturally extends to any Markov chain on a metric space. For a Riemannian manifold this gives back, after scaling, 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 shown to imply a spectral gap, a Lévy-Gromov-like Gaussian concentration theorem and a kind of modified logarithmic Sobolev inequality. The bounds obtained are sharp in a variety of examples. |
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Keywords: | Ricci curvature Markov chains Metric geometry Concentration of measure |
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