Exponential concentration implies a Poincaré inequality under non-negative Ricci curvature

Let (X,Q,π)(\mathcal{X},Q,\pi) be a Markov chain with invariant measure π\pi, let Ric(X,Q,π)0\operatorname{Ric}(\mathcal{X},Q,\pi)\geq0, and suppose that π\pi satisfies a concentration property with respect to the distance dWd_{\mathcal{W}} with profile

α(r)=Meρr.\alpha(r)=Me^{-\rho r}.

Exponential-concentration Poincaré conjecture. There exists a constant C(M)C(M) such that

PI(C(M)ρ2)\operatorname{PI}\bigl(C(M)\rho^{-2}\bigr)

holds. This is proposed as a discrete analogue of corresponding results in continuous spaces; the conjectured constant depends only on MM, not on further features of the chain.

Sources & referencesView supporting material

Primary source

Matthias Erbar and Max Fathi, “Poincaré, modified logarithmic Sobolev and isoperimetric inequalities for Markov chains with non-negative Ricci curvature”, arXiv:1612.00514 (2016).

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