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

Denis Villemonais ()
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Denis Villemonais: Université de Lorraine

Journal of Theoretical Probability, 2020, vol. 33, issue 2, 954-991

Abstract: 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.

Keywords: Coarse Ricci curvature; Interacting particles system; Pure-jump processes (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10959-019-00918-9

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