Ricci Curvature of Finite Markov Chains via Convexity of the Entropy

被引:0
|
作者
Matthias Erbar
Jan Maas
机构
[1] University of Bonn,Institute for Applied Mathematics
来源
Archive for Rational Mechanics and Analysis | 2012年 / 206卷
关键词
Entropy; Markov Chain; Ricci Curvature; Discrete Analogue; Simple Random Walk;
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摘要
We study a new notion of Ricci curvature that applies to Markov chains on discrete spaces. This notion relies on geodesic convexity of the entropy and is analogous to the one introduced by Lott, Sturm, and Villani for geodesic measure spaces. In order to apply to the discrete setting, the role of the Wasserstein metric is taken over by a different metric, having the property that continuous time Markov chains are gradient flows of the entropy. Using this notion of Ricci curvature we prove discrete analogues of fundamental results by Bakry–Émery and Otto–Villani. Further, we show that Ricci curvature bounds are preserved under tensorisation. As a special case we obtain the sharp Ricci curvature lower bound for the discrete hypercube.
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页码:997 / 1038
页数:41
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