CONDITIONED, QUASI-STATIONARY, RESTRICTED MEASURES AND ESCAPE FROM METASTABLE STATES

被引:17
作者
Fernandez, R. [1 ]
Manzo, F. [2 ]
Nardi, F. R. [3 ]
Scoppola, E. [2 ]
Sohier, J. [4 ]
机构
[1] Univ Utrecht, POB 80010, NL-3508 TA Utrecht, Netherlands
[2] Univ Rome Tre, Dept Math, Largo San Murialdo 1, I-00146 Rome, Italy
[3] Eindhoven Univ Technol, Dept Math & Comp Sci, Metaforum MF 4-076,POB 513, NL-5600 MB Eindhoven, Netherlands
[4] Eindhoven Univ Technol, Dept Math & Comp Sci, Metaforum MF 4-118,POB 513, NL-5600 MB Eindhoven, Netherlands
关键词
Metastability; continuous time Markov chains on discrete spaces; hitting times; asymptotic exponential behavior; SMALL TRANSITION-PROBABILITIES; REVERSIBLE MARKOV-CHAINS; STOCHASTIC DYNAMICS; RENORMALIZATION-GROUP; KAWASAKI DYNAMICS; GENERAL DOMAIN; RANDOM-WALKS; EXIT PROBLEM; RARE EVENTS; TIMES;
D O I
10.1214/15-AAP1102
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 study the asymptotic hitting time tau((n)) of a family of Markov processes X-(n) to a target set G((n)) when the process starts from a "trap" defined by very general properties. We give an explicit description of the law of X-(n) conditioned to stay within the trap, and from this we deduce the exponential distribution of tau((n).) Our approach is very broad-it does not require reversibility, the target G does not need to be a rare event and the traps and the limit on n can be of very general nature-and leads to explicit bounds on the deviations of tau((n)) from exponentially. We provide two nontrivial examples to which our techniques directly apply.
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页码:760 / 793
页数:34
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