activity
20102025
most citedRicci curvature of finite Markov chains via convexity of the entropy

128 citations · 197 across the 16 of their papers we have counts for

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10 papers · 1 filter

math.PR2023★ 1 cited

Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy

Matthias Erbar, Martin Huesmann, Jonas Jalowy +1

We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary rand…

math.PR2019★ 8 cited

Entropic curvature and convergence to equilibrium for mean-field dynamics on discrete spaces

Matthias Erbar, Max Fathi, André Schlichting

We consider non-linear evolution equations arising from mean-field limits of particle systems on discrete spaces. We investigate a notion of curvature bounds for these dynamics bas…

math.PR2018★ 3 cited

The one-dimensional log-gas free energy has a unique minimiser

Matthias Erbar, Martin Huesmann, Thomas Leblé

We prove that, at every positive temperature, the infinite-volume free energy of the one dimensional log-gas, or beta-ensemble, has a unique minimiser, which is the Sine-beta proce…

math.PR2016

Poincaré, modified logarithmic Sobolev and isoperimetric inequalities for Markov chains with non-negative Ricci curvature

Matthias Erbar, Max Fathi

We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, bu…

math.PR2016

Ricci curvature bounds for weakly interacting Markov chains

Matthias Erbar, Christopher Henderson, Georg Menz +1

We establish a general perturbative method to prove entropic Ricci curvature bounds for interacting stochastic particle systems. We apply this method to obtain curvature bounds in…

math.PR2016★ 32 cited

Gradient flow structure for McKean-Vlasov equations on discrete spaces

Matthias Erbar, Max Fathi, Vaios Laschos +1

In this work, we show that a family of non-linear mean-field equations on discrete spaces can be viewed as a gradient flow of a natural free energy functional with respect to a cer…

math.PR2015

From large deviations to Wasserstein gradient flows in multiple dimensions

Matthias Erbar, Jan Maas, Michiel Renger

We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peleti…

math.PR2014

Discrete Ricci curvature bounds for Bernoulli-Laplace and random transposition models

Matthias Erbar, Jan Maas, Prasad Tetali

We calculate a Ricci curvature lower bound for some classical examples of random walks, namely, a chain on a slice of the n-dimensional discrete cube (the so-called Bernoulli-Lapla…

math.PR2012

Gradient flows of the entropy for jump processes

Matthias Erbar

We introduce a new transportation distance between probability measures that is built from a Lévy jump kernel. It is defined via a non-local variant of the Benamou-Brenier formula.…

math.PR2010★ 2 cited

Low noise limit for the invariant measure of a multi-dimensional stochastic Allen-Cahn equation

Matthias Erbar

We study the invariant measure of a discretized stochastic Allen-Cahn equation in d+1 dimensions in the low noise limit. We consider a cuboidal domain and impose the two stable pha…