arXiv Analytics

Sign in

arXiv:1703.09481 [math.PR]AbstractReferencesReviewsResources

Metastable Markov chains

C. Landim, M. Loulakis, M. Mourragui

Published 2017-03-28Version 1

We consider continuous-time Markov chains which display a family of wells at the same depth. We show that in an appropriate time-scale the state of the process can be represented as a time-dependent convex combination of mestastable states, each of which is supported on one well. The time dependence of the convex combination is given in terms of the distribution of a reduced Markov chain.

Related articles: Most relevant | Search more
arXiv:1807.04144 [math.PR] (Published 2018-07-11)
Metastable Markov chains
arXiv:1611.01254 [math.PR] (Published 2016-11-04)
Perturbations of continuous-time Markov chains
arXiv:1412.5856 [math.PR] (Published 2014-12-18)
A Comment on the Book "Continuous-Time Markov Chains" by W.J. Anderson