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

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.

Publication
Journal of Theoretical Probability, 33
Denis Villemonais
Denis Villemonais
Assistant professor in Applied Mathematics - Membre junior IUF