Full metastable asymptotic of the Fisher information
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Entropy and other invariants (28D20) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Asymptotic distributions of eigenvalues in context of PDEs (35P20) Fokker-Planck equations (35Q84) Methods involving semicontinuity and convergence; relaxation (49J45) Large deviations (60F10)
Abstract: We establish an expansion by Gamma-convergence of the Fisher information relative to the reference measure exp(-beta V), where V is a generic multiwell potential and beta goes to infinity. The expansion reveals a hierarchy of multiple scales reflecting the metastable behavior of the underlying overdamped Langevin dynamics: distinct scales emerge and become relevant depending on whether one considers probability measures concentrated on local minima of V, probability measures concentrated on critical points of V, or generic probability measures on R^d. We thus fully describe the asymptotic behavior of minima of the Fisher information over regular sets of probabilities. The analysis mostly relies on spectral properties of diffusion operators and the related semiclassical Witten Laplacian and covers also the case of a compact smooth manifold as underlying space.
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Cited in
(8)- From fluctuating kinetics to fluctuating hydrodynamics: a -convergence of large deviations functionals approach
- Metastability from the large deviations point of view: a \(\varGamma\)-expansion of the level two large deviations rate functional of non-reversible finite-state Markov chains
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