A Martingale approach to metastability

We presented in Beltrán and Landim ( J Stat Phys 140:1065–1114, 2010 ) Beltrán 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 ju...

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Bibliographic Details
Published in:Probability theory and related fields 2015-02, Vol.161 (1-2), p.267-307
Main Authors: Beltrán, J., Landim, C.
Format: Article
Language:English
Subjects:
Belts
Boundaries
Economics
Eigenvectors
Estimates
Finance
Insurance
Management
Markov analysis
Markov chains
Martingales
Mathematical and Computational Biology
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Metastability
Operations Research/Decision Theory
Probability
Probability distribution
Probability theory
Probability Theory and Stochastic Processes
Quantitative Finance
Random variables
Relaxation time
Stabilization
Statistics for Business
Studies
Theoretical
Time
Time series
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Summary:We presented in Beltrán and Landim ( J Stat Phys 140:1065–1114, 2010 ) Beltrán 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.
ISSN:0178-8051
1432-2064
DOI:10.1007/s00440-014-0549-9