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Bibliographic Details
Main Author: Pedrotti, Francesco
Format: Preprint
Published: 2023
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Online Access:https://arxiv.org/abs/2308.00516
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author Pedrotti, Francesco
author_facet Pedrotti, Francesco
contents Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincaré inequality) for some classes of Markov chains. In this work, we show how contractive coupling rates can also be used to prove stronger inequalities, in the form of curvature lower bounds for Markov chains and geodesic convexity of entropic functionals. We illustrate this in several examples discussed by Conforti, where in particular, after appropriately choosing a parameter function, we establish positive curvature in the entropic and (discrete) Bakry--Émery sense. In addition, we recall and give straightforward generalizations of some notions of coarse Ricci curvature, and we discuss some of their properties and relations with the concepts of couplings and coupling rates: as an application, we show exponential contraction of the $p$-Wasserstein distance for the heat flow in the aforementioned examples.
format Preprint
id arxiv_https___arxiv_org_abs_2308_00516
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Contractive coupling rates and curvature lower bounds for Markov chains
Pedrotti, Francesco
Probability
Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincaré inequality) for some classes of Markov chains. In this work, we show how contractive coupling rates can also be used to prove stronger inequalities, in the form of curvature lower bounds for Markov chains and geodesic convexity of entropic functionals. We illustrate this in several examples discussed by Conforti, where in particular, after appropriately choosing a parameter function, we establish positive curvature in the entropic and (discrete) Bakry--Émery sense. In addition, we recall and give straightforward generalizations of some notions of coarse Ricci curvature, and we discuss some of their properties and relations with the concepts of couplings and coupling rates: as an application, we show exponential contraction of the $p$-Wasserstein distance for the heat flow in the aforementioned examples.
title Contractive coupling rates and curvature lower bounds for Markov chains
topic Probability
url https://arxiv.org/abs/2308.00516