A Martingale approach to metastability

被引：35
作者：
Beltran, J. [1 ,2 ]
Landim, C. [3 ,4 ]
机构：
[1] IMCA, Lima 12, Peru
[2] PUCP, Lima 100, Peru
[3] IMPA, BR-22460 Rio De Janeiro, Brazil
[4] Univ Rouen, CNRS UMR 6085, St E, F-76801 St Etienne, France
来源：
PROBABILITY THEORY AND RELATED FIELDS | 2015年 / 161卷 / 1-2期
关键词：
Metastability; Mixing times; Markov processes; REVERSIBLE MARKOV-CHAINS; STOCHASTIC DYNAMICS; POLYMER; MODELS;
D O I：
10.1007/s00440-014-0549-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We presented in Beltran and Landim ( J Stat Phys 140:1065-1114, 2010) Beltran and Landim (J Stat Phys 149:598-618, 2012) an approach to derive the metastable behavior of continuous-time Markov chains. We assumed in these articles that the Markov chains visit points in the time scale in which it jumps among the metastable sets. We replace this condition here by assumptions on the mixing times and on the relaxation times of the chains reflected at the boundary of the metastable sets.
引用
收藏
页码：267 / 307
页数：41
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