Full \Gamma-expansion of reversible Markov chains level two large deviations rate functionals

Abstract: Let

X i_{n} s u b s e t m a t h b b R^{d}

,

n g e 1

, be a sequence of finite sets and consider a

X i_{n}

-valued, irreducible, reversible, continuous-time Markov chain

(X_{t}^{(n)} : t g e 0)

. Denote by

m a t h s c r P (m a t h b b R^{d})

the set of probability measures on

m a t h b b R^{d}

and by

I_{n} c o l o n m a t h s c r P (m a t h b b R^{d}) o [0, + i n f t y)

the level two large deviations rate functional for

X_{t}^{(n)}

as

t o i n f t y

. We present a general method, based on tools used to prove the metastable behaviour of Markov chains, to derive a full expansion of

I_{n}

expressing it as

I_{n} = I^{(0)}, +, s u m_{1 l e p l e q} (1 / h e t a_{n}^{(p)}), I^{(p)}

, where

I^{(p)} c o l o n m a t h s c r P (m a t h b b R^{d}) o [0, + i n f t y]

represent rate functionals independent of

n

and

h e t a_{n}^{(p)}

sequences such that

h e t a_{n}^{(1)} o i n f t y

,

h e t a_{n}^{(p)} / h e t a_{n}^{(p + 1)} o 0

for

1 l e p < q

. The speed

h e t a_{n}^{(p)}

corresponds to the time-scale at which the Markov chains

X_{t}^{(n)}

exhibits a metastable behavior, and the

I^{(p - 1)}

zero-level sets to the metastable states. To illustrate the theory we apply the method to random walks in potential fields.

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