Metastability from the large deviations point of view: a -expansion of the level two large deviations rate functional of non-reversible finite-state Markov chains

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Publication:6056573



Abstract: Consider a sequence of continuous-time Markov chains (Xt(n):tge0) evolving on a fixed finite state space V. Let In be the level two large deviations rate functional for Xt(n), as toinfty. Under a hypothesis on the jump rates, we prove that In can be written as In=I(0),+,sum1lepleq(1/hetan(p)),I(p) for some rate functionals I(p). The weights hetan(p) correspond to the time-scales at which the sequence of Markov chains Xt(n) exhibit a metastable behavior, and the zero level sets of the rate functionals I(p) identify the metastable states.


Let \({(X^{(n)}_t : t\geq0)}\) be a sequence of continuous-time Markov chains on a fixed finite state space. Let \({\mathcal{J}_n}\) be the level two large deviations rate functional for \({X^{(n)}_t}\) as \({t\to\infty}.\) Under a natural hypothesis on the jump rates proposed by the author and \textit{J. Beltran} in [J. Stat. Phys. 149, No. 4, 598--618 (2012; Zbl 1260.82063)], it is proved that for some weights \({1\prec\theta^{(1)}_ n\prec\ldots\prec\theta^{(q)}_n}\) and functionals \({\mathcal{J}^{(0)}, \mathcal{J}^{(1)},\ldots, \mathcal{J}^{(q)}}\) the functional \({\theta^{(p)}_n \mathcal{J}_n}\)\ \ \(\Gamma\)-converges to \(\mathcal{J}^{(p)}\) for each \({1\leq p\leq q}.\) It can be written as \[ \mathcal{J}_n=\mathcal{J}^{(0)}+\sum_{p=1}^q\frac{1}{\theta^{(p)}_ n}\mathcal{J}^{(p)}. \] The weights correspond to the time-scales at which the sequence of Markov chains \({X^{(n)}_t}\) exhibit a metastable behavior, and the zero level sets of the rate functionals \({\mathcal{J}^{(p)}}\) identify the metastable states. The proof of the main result relies on the previous work of the author in collaboration with \textit{T. Xu} [ALEA, Lat. Am. J. Probab. Math. Stat. 13, No. 2, 725--751 (2016; Zbl 1346.60125)], where the metastable behavior of \({X^{(n)}_t}\) has been investigated.



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