CURVATURE, CONCENTRATION AND ERROR ESTIMATES FOR MARKOV CHAIN MONTE CARLO

We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a positive curvature assumption expressing a kind of metric ergodicity, which generalizes the Ricci curvature from differential geometry and, on finite graphs, amounts to contraction under path coupling.