Asymptotically exponential hitting times and metastability: a pathwise approach without reversibility

DOI10.1214/EJP.V20-3656zbMATH Open1329.60269arXiv1406.2637WikidataQ98839754 ScholiaQ98839754MaRDI QIDQ894186FDOQ894186

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

Publication date: 27 November 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We study the hitting times of Markov processes to target set $G$, starting from a reference configuration $x_0$ or its basin of attraction. The configuration $x_0$ can correspond to the bottom of a (meta)stable well, while the target $G$ could be either a set of saddle (exit) points of the well, or a set of further (meta)stable configurations. Three types of results are reported: (1) A general theory is developed, based on the path-wise approach to metastability, which has three important attributes. First, it is general in that it does not assume reversibility of the process, does not focus only on hitting times to rare events and does not assume a particular starting measure. Second, it relies only on the natural hypothesis that the mean hitting time to $G$ is asymptotically longer than the mean recurrence time to $x_0$ or $G$. Third, despite its mathematical simplicity, the approach yields precise and explicit bounds on the corrections to exponentiality. (2) We compare and relate different metastability conditions proposed in the literature so to eliminate potential sources of confusion. This is specially relevant for evolutions of infinite-volume systems, whose treatment depends on whether and how relevant parameters (temperature, fields) are adjusted. (3) We introduce the notion of early asymptotic exponential behavior to control time scales asymptotically smaller than the mean-time scale. This control is particularly relevant for systems with unbounded state space where nucleations leading to exit from metastability can happen anywhere in the volume. We provide natural sufficient conditions on recurrence times for this early exponentiality to hold and show that it leads to estimations of probability density functions.

Full work available at URL: https://arxiv.org/abs/1406.2637

Recommendations

• Conditioned, quasi-stationary, restricted measures and escape from metastable states
• Exact results on the first hitting via conditional strong quasi-stationary times and applications to metastability
• Metastability of exponentially perturbed Markov chains
• Hitting times of rare events in Markov chains
• On metastability

zbMATH Keywords

hitting timescontinuous-time Markov chainsmetastabilityasymptotic exponential behavior

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)

Cited In (22)

• Critical configurations and tube of typical trajectories for the Potts and Ising models with zero external field
• Metastability in a condensing zero-range process in the thermodynamic limit
• Metastability of the three-state Potts model with general interactions
• Metastability in a stochastic system of spiking neurons with leakage
• Hitting time asymptotics for hard-core interactions on grids
• A result of metastability for an infinite system of spiking neurons
• Metastable distributions of Markov chains with rare transitions
• Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime
• Conditioned, quasi-stationary, restricted measures and escape from metastable states
• 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
• Metastability of hard-core dynamics on bipartite graphs
• Second time scale of the metastability of reversible inclusion processes
• Metastability of the two-dimensional Blume-Capel model with zero chemical potential and small magnetic field
• Fast consensus and metastability in a highly polarized social network
• A probabilistic proof of Cooper and Frieze's "First Visit Time Lemma"
• Metastable Markov chains
• Self-switching Markov chains: emerging dominance phenomena
• Adding edge dynamics to bipartite random-access networks
• Exact results on the first hitting via conditional strong quasi-stationary times and applications to metastability
• Testing the irreversibility of a Gibbsian process via hitting and return times
• On soft capacities, quasi-stationary distributions and the pathwise approach to metastability

This page was built for publication: Asymptotically exponential hitting times and metastability: a pathwise approach without reversibility

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q894186)