Conditioned, quasi-stationary, restricted measures and escape from metastable states

DOI10.1214/15-AAP1102zbMATH Open1339.60110arXiv1410.4814MaRDI QIDQ292903FDOQ292903

Authors: E. Scoppola, Roberto Fernandez, F. Manzo, Francesca Romana Nardi, J. Sohier 

Publication date: 9 June 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We study the asymptotic hitting time $a{u}^{(n)}$ 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 $a{u}^{(n)}$. 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 $a{u}^{(n)}$ from exponentially. We provide two non trivial examples to which our techniques directly apply.

Full work available at URL: https://arxiv.org/abs/1410.4814

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zbMATH Keywords

hitting timescontinuous-time Markov chainsmetastabilityasymptotic exponential behaviordiscrete state spaces

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Continuous-time Markov processes on discrete state spaces (60J27) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

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Cited In (20)

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