Conditioned, quasi-stationary, restricted measures and escape from metastable states
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Abstract: We study the asymptotic hitting time of a family of Markov processes to a target set when the process starts from a trap defined by very general properties. We give an explicit description of the law of conditioned to stay within the trap, and from this we deduce the exponential distribution of . Our approach is very broad ---it does not require reversibility, the target does not need to be a rare event, and the traps and the limit on can be of very general nature--- and leads to explicit bounds on the deviations of from exponentially. We provide two non trivial examples to which our techniques directly apply.
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Cites work
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Cited in
(20)- Critical configurations and tube of typical trajectories for the Potts and Ising models with zero external field
- On soft capacities, quasi-stationary distributions and the pathwise approach to metastability
- Metastability in a condensing zero-range process in the thermodynamic limit
- On the Hill relation and the mean reaction time for metastable processes
- Metastability of the three-state Potts model with general interactions
- Metastability for systems of interacting neurons
- Metastable states, quasi-stationary distributions and soft measures
- Metastable distributions of Markov chains with rare transitions
- Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions
- Metastability for general dynamics with rare transitions: escape time and critical configurations
- Asymptotically exponential hitting times and metastability: a pathwise approach without reversibility
- Metastability of hard-core dynamics on bipartite graphs
- Metastability of the two-dimensional Blume-Capel model with zero chemical potential and small magnetic field
- Hitting times for random walks with restarts
- Measure of the departure of theq-metastable stationary states from equilibrium
- The Markov branching process with density-independent catastrophes I. Behaviour of extinction probabilities
- Metastability for the degenerate Potts model with negative external magnetic field under Glauber dynamics
- On the behavior of diffusion processes with traps
- A probabilistic proof of Cooper \& Frieze's ``First Visit Time Lemma
- Exact results on the first hitting via conditional strong quasi-stationary times and applications to metastability
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