Mixing time and expansion of non-negatively curved Markov chains
[Temps de mélange et expansion des chaînes de Markov en courbure positive]
Journal de l’École polytechnique — Mathématiques, Tome 10 (2023), pp. 575-590

We establish three remarkable consequences of non-negative curvature for sparse Markov chains. First, their conductance decreases logarithmically with the number of states. Second, their displacement is at least diffusive until the mixing time. Third, they never exhibit the cutoff phenomenon. The first result provides a nearly sharp quantitative answer to a classical question of Ollivier, Milman & Naor. The second settles a conjecture of Lee and Peres for graphs with non-negative curvature. The third offers a striking counterpoint to the recently established cutoff for non-negatively curved chains with uniform expansion.

Nous établissons trois conséquences remarquables de la courbure positive pour les chaînes de Markov. D’abord, la conductance de ces chaînes décroît logarithmiquement avec la taille de l’espace. Ensuite, leur déplacement est diffusif jusqu’au temps de mélange. Enfin, le phénomène de cutoff ne peut pas se produire. Le premier résultat fournit une réponse quantitative presqu’optimale à une question classique d’Ollivier, Milman et Naor. Le second confirme une conjecture de Lee et Peres, dans le cas particulier des graphes à courbure positive. Le troisième offre un contraste frappant avec les résultats positifs récents concernant le cutoff pour les chaînes de Markov ayant à la fois une courbure positive et une expansion uniforme.

Reçu le :
Accepté le :
Publié le :
DOI : 10.5802/jep.226
Classification : 60J10
Keywords: Markov chains, random walks, expansion, discrete curvature, mixing times, cutoff phenomenon
Mots-clés : Chaînes de Markov, marches aléatoires, expansion, courbure discrète, temps de mélange, phénomène de cutoff

Münch, Florentin 1 ; Salez, Justin 2

1 Max-Planck-Institut für Mathematik in den Naturwissenschaften Inselstr. 22, 04103 Leipzig, Germany
2 Université Paris-Dauphine & PSL, CEREMADE Place du Maréchal de Lattre de Tassigny, F-75775 Paris Cedex 16, France
Licence : CC-BY 4.0
Droits d'auteur : Les auteurs conservent leurs droits
@article{JEP_2023__10__575_0,
     author = {M\"unch, Florentin and Salez, Justin},
     title = {Mixing time and expansion of non-negatively~curved {Markov} chains},
     journal = {Journal de l{\textquoteright}\'Ecole polytechnique {\textemdash} Math\'ematiques},
     pages = {575--590},
     year = {2023},
     publisher = {Ecole polytechnique},
     volume = {10},
     doi = {10.5802/jep.226},
     language = {en},
     url = {https://www.numdam.org/articles/10.5802/jep.226/}
}
TY  - JOUR
AU  - Münch, Florentin
AU  - Salez, Justin
TI  - Mixing time and expansion of non-negatively curved Markov chains
JO  - Journal de l’École polytechnique — Mathématiques
PY  - 2023
SP  - 575
EP  - 590
VL  - 10
PB  - Ecole polytechnique
UR  - https://www.numdam.org/articles/10.5802/jep.226/
DO  - 10.5802/jep.226
LA  - en
ID  - JEP_2023__10__575_0
ER  - 
%0 Journal Article
%A Münch, Florentin
%A Salez, Justin
%T Mixing time and expansion of non-negatively curved Markov chains
%J Journal de l’École polytechnique — Mathématiques
%D 2023
%P 575-590
%V 10
%I Ecole polytechnique
%U https://www.numdam.org/articles/10.5802/jep.226/
%R 10.5802/jep.226
%G en
%F JEP_2023__10__575_0
Münch, Florentin; Salez, Justin. Mixing time and expansion of non-negatively curved Markov chains. Journal de l’École polytechnique — Mathématiques, Tome 10 (2023), pp. 575-590. doi: 10.5802/jep.226

[1] Alon, Noga; Roichman, Yuval Random Cayley graphs and expanders, Random Structures Algorithms, Volume 5 (1994) no. 2, pp. 271-284 | DOI | MR | Zbl

[2] Bauer, Frank; Horn, Paul; Lin, Yong; Lippner, Gabor; Mangoubi, Dan; Yau, Shing-Tung Li-Yau inequality on graphs, J. Differential Geom., Volume 99 (2015) no. 3, pp. 359-405 http://projecteuclid.org/euclid.jdg/1424880980 | Zbl | MR

[3] Berestycki, Nathanaël; Şengül, Batı Cutoff for conjugacy-invariant random walks on the permutation group, Probab. Theory Relat. Fields, Volume 173 (2019) no. 3-4, pp. 1197-1241 | DOI | Zbl | MR

[4] Bordewich, Magnus; Dyer, Martin Path coupling without contraction, J. Discrete Algorithms, Volume 5 (2007) no. 2, pp. 280-292 | Zbl | MR | DOI

[5] Breuillard, Emmanuel; Tointon, Matthew C. H. Nilprogressions and groups with moderate growth, Adv. Math., Volume 289 (2016), pp. 1008-1055 | MR | Zbl | DOI

[6] Diaconis, P.; Saloff-Coste, L. Moderate growth and random walk on finite groups, Geom. Funct. Anal., Volume 4 (1994) no. 1, pp. 1-36 | Zbl | MR | DOI

[7] Eidi, Marzieh; Jost, Jürgen Ollivier ricci curvature of directed hypergraphs, Sci. Rep., Volume 10 (2020) no. 1, 12466, pp. 1-14 | DOI

[8] Erbar, Matthias; Maas, Jan Ricci curvature of finite Markov chains via convexity of the entropy, Arch. Rational Mech. Anal., Volume 206 (2012) no. 3, pp. 997-1038 | Zbl | MR | DOI

[9] Forman, Robin Bochner’s method for cell complexes and combinatorial Ricci curvature, Discrete Comput. Geom., Volume 29 (2003) no. 3, pp. 323-374 | Zbl | MR | DOI

[10] Jost, Jürgen Riemannian geometry and geometric analysis, Universitext, Springer, Cham, 2017 | DOI

[11] Jost, Jürgen; Münch, Florentin Characterizations of Forman curvature, 2021 | arXiv

[12] Lee, James R.; Peres, Yuval Harmonic maps on amenable groups and a diffusive lower bound for random walks, Ann. Probab., Volume 41 (2013) no. 5, pp. 3392-3419 | MR | Zbl | DOI

[13] Levin, David A.; Peres, Yuval Markov chains and mixing times, American Mathematical Society, Providence, RI, 2017 | DOI

[14] Lin, Yong; Liu, Shuang Equivalent properties of CD inequality on graph, 2015 | arXiv

[15] Lin, Yong; Yau, Shing-Tung Ricci curvature and eigenvalue estimate on locally finite graphs, Math. Res. Lett., Volume 17 (2010) no. 2, pp. 343-356 | Zbl | MR | DOI

[16] Montenegro, Ravi; Tetali, Prasad Mathematical aspects of mixing times in Markov chains, Found. Trends Theor. Comput. Sci., Volume 1 (2006) no. 3, p. x+121 | MR | DOI

[17] Münch, Florentin Li-Yau inequality under CD(0,n) on graphs, 2019 | arXiv

[18] Münch, Florentin Non-negative Ollivier curvature on graphs, reverse Poincaré inequality, Buser inequality, Liouville property, Harnack inequality and eigenvalue estimates, 2019 | arXiv

[19] Münch, Florentin; Wojciechowski, Radosław K Ollivier Ricci curvature for general graph Laplacians: Heat equation, Laplacian comparison, non-explosion and diameter bounds, Adv. Math., Volume 356 (2019), 106759, 45 pages | Zbl | MR | DOI

[20] Modern approaches to discrete curvature (Najman, Laurent; Romon, Pascal, eds.), Lect. Notes in Math., 2184, Springer, Cham, 2017 | Zbl | DOI

[21] Ollivier, Yann Ricci curvature of Markov chains on metric spaces, J. Functional Analysis, Volume 256 (2009) no. 3, pp. 810-864 | Zbl | MR | DOI

[22] Ollivier, Yann A survey of Ricci curvature for metric spaces and Markov chains, Probabilistic approach to geometry (Adv. Stud. Pure Math.), Volume 57, Math. Soc. Japan, Tokyo, 2010, pp. 343-381 | MR | Zbl | DOI

[23] Ozawa, Ryunosuke; Sakurai, Yohei; Yamada, Taiki Geometric and spectral properties of directed graphs under a lower Ricci curvature bound, Calc. Var. Partial Differential Equations, Volume 59 (2020) no. 4, 142, 39 pages | Zbl | MR | DOI

[24] Ozawa, Ryunosuke; Sakurai, Yohei; Yamada, Taiki Heat flow and concentration of measure on directed graphs with a lower Ricci curvature bound, Potential Anal. (2022), pp. 1-15 | DOI

[25] Salez, Justin Cutoff for non-negatively curved Markov chains, 2021 | arXiv

[26] Salez, Justin Sparse expanders have negative curvature, Geom. Funct. Anal., Volume 32 (2022) no. 6, pp. 1486-1513 | Zbl | MR | DOI

[27] Schmuckenschläger, Michael Curvature of nonlocal Markov generators, Convex geometric analysis (Berkeley, CA, 1996) (Math. Sci. Res. Inst. Publ.), Volume 34, Cambridge Univ. Press, Cambridge, 1999, pp. 189-197 | Zbl | MR

[28] Tessera, Romain; Tointon, Matthew C. H. A finitary structure theorem for vertex-transitive graphs of polynomial growth, Combinatorica, Volume 41 (2021) no. 2, pp. 263-298 | Zbl | MR | DOI

[29] Villani, Cédric Optimal transport: old and new, Grundlehren Math. Wiss., 338, Springer-Verlag, Berlin, 2009 | DOI

[30] Yamada, Taiki The Ricci curvature on directed graphs, 2016 | arXiv

Cité par Sources :