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Lower Bound for the Coarse Ricci Curvature of Continuous-Time Pure-Jump Processes

Author

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  • Denis Villemonais

    (Université de Lorraine
    Inria)

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.

Suggested Citation

  • Denis Villemonais, 2020. "Lower Bound for the Coarse Ricci Curvature of Continuous-Time Pure-Jump Processes," Journal of Theoretical Probability, Springer, vol. 33(2), pages 954-991, June.
    • Handle: RePEc:spr:jotpro:v:33:y:2020:i:2:d:10.1007_s10959-019-00918-9
    DOI: 10.1007/s10959-019-00918-9
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    References listed on IDEAS

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    1. Grigorescu, Ilie & Kang, Min, 2004. "Hydrodynamic limit for a Fleming-Viot type system," Stochastic Processes and their Applications, Elsevier, vol. 110(1), pages 111-143, March.
    2. Cloez, Bertrand & Thai, Marie-Noémie, 2016. "Quantitative results for the Fleming–Viot particle system and quasi-stationary distributions in discrete space," Stochastic Processes and their Applications, Elsevier, vol. 126(3), pages 680-702.
    3. Chafaï, Djalil & Malrieu, Florent & Paroux, Katy, 2010. "On the long time behavior of the TCP window size process," Stochastic Processes and their Applications, Elsevier, vol. 120(8), pages 1518-1534, August.
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