Lower bound for the coarse Ricci curvature of continuous-time pure jump processes

Denis Villemonais 1, 2
1 TOSCA - TO Simulate and CAlibrate stochastic models
CRISAM - Inria Sophia Antipolis - Méditerranée , IECL - Institut Élie Cartan de Lorraine : UMR7502
Abstract : We obtain a lower bound for the coarse Ricci curvature of continuous time pure jump Markov processes, with an emphasis on interacting particle systems. Applications to several models are provided, with a detailed study of the herd behavior of a simple model of interacting agents. The lower bound is shown to be sharp for birth and death processes.
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https://hal.archives-ouvertes.fr/hal-01652879
Contributor : Denis Villemonais <>
Submitted on : Thursday, November 30, 2017 - 6:31:44 PM
Last modification on : Wednesday, January 9, 2019 - 1:17:46 AM

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  • HAL Id : hal-01652879, version 1
  • ARXIV : 1705.06642

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Denis Villemonais. Lower bound for the coarse Ricci curvature of continuous-time pure jump processes. 2018. ⟨hal-01652879⟩

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