Abstract
Let \(G = (\Omega,E)\) be a graph and let d be the graph distance. Consider a discrete-time Markov chain {Z t } on \(\Omega\) whose kernel p satisfies p(x, y) > 0 ⇒ {x, y} ∈ E for every \(x,y \in \Omega\). In words, transitions only occur between neighboring points of the graph. Suppose further that \((\Omega,p,d)\) has coarse Ricci curvature at least 1∕α in the sense of Ollivier: For all \(x,y \in \Omega\), it holds that \(W_{1}(Z_{1}\mid \{Z_{0} = x\},Z_{1}\mid \{Z_{0} = y\}) \leq \left (1 -\frac{1} {\alpha } \right )d(x,y),\) where W 1 denotes the Wasserstein 1-distance.
In this note, we derive a transport-entropy inequality: For any measure μ on \(\Omega\), it holds that
where π denotes the stationary measure of {Z t } and \(D\!\left (\cdot \,\|\,\cdot \right )\) is the relative entropy.
Peres and Tetali have conjectured a stronger consequence of coarse Ricci curvature, that a modified log-Sobolev inequality (MLSI) should hold, in analogy with the setting of Markov diffusions. We discuss how our approach suggests a natural attack on the MLSI conjecture.
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Eldan, R., Lee, J.R., Lehec, J. (2017). Transport-Entropy Inequalities and Curvature in Discrete-Space Markov Chains. In: Loebl, M., Nešetřil, J., Thomas, R. (eds) A Journey Through Discrete Mathematics. Springer, Cham. https://doi.org/10.1007/978-3-319-44479-6_16
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