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Article Dans Une Revue Journal of Theoretical Probability Année : 2019

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

Résumé

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.

Dates et versions

hal-01652879 , version 1 (30-11-2017)

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Denis Villemonais. Lower bound for the coarse Ricci curvature of continuous-time pure jump processes. Journal of Theoretical Probability, 2019, ⟨10.1007/s10959-019-00918-9⟩. ⟨hal-01652879⟩
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