Martingale approach to metastability

Acronym

P_MART-META

Consortium Coordinator

Beltran Ramirez, Johel Victorino

Start Date

January 1, 2014

End Date

December 20, 2014

Status

https://purl.org/pe-repo/concytec/estadoProyecto#concluido

Tipo de proyecto

https://purl.org/pe-repo/ocde/tipoProyecto#investigacionBasica

Description

In the article 'Tunneling and metastability for continuous time Markov processes' we introduced the main tools in our approach to the study of metastability. In this approach we use the martingale problem introduced by Stroock and Varadhan to derive the metastable behaviour of continuous-time Markov chains. A key point in this program is a replacement lemma in the same line of argument used in hydrodynamical limit. In order to get this replacement lemma we assume the Markov chain to visit points in the time scale in which it jumps among the metastable sets. The objective of this project is to relax this condition.

Keywords

Martingalas

;

Metastabilidad

;

Procesos estocásticos

;

Probabilidad

Área de conocimiento

Natural sciences

Campo OCDE

https://purl.org/pe-repo/ocde/ford#1.01.03