{ "id": "math/0701886", "version": "v4", "published": "2007-01-30T16:41:12.000Z", "updated": "2007-07-30T17:57:20.000Z", "title": "Ricci curvature of Markov chains on metric spaces", "authors": [ "Yann Ollivier" ], "categories": [ "math.PR", "math.MG" ], "abstract": "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--\\'Emery Ricci curvature for Brownian motion with a drift on a Riemannian manifold. Positive Ricci curvature is easily shown to imply a spectral gap, a L\\'evy--Gromov-like Gaussian concentration theorem and a kind of modified logarithmic Sobolev inequality. These bounds are sharp in several interesting examples.", "revisions": [ { "version": "v4", "updated": "2007-07-30T17:57:20.000Z" } ], "analyses": { "subjects": [ "51F99", "53B21", "60B99" ], "keywords": [ "markov chains", "metric spaces", "brownian motion", "riemannian manifold", "wasserstein transportation distance" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2007math......1886O" } } }