A Martingale approach to metastability

J. Beltrán; C. Landim

A Martingale approach to metastability

J. Beltrán, C. Landim

Sección de Matemáticas

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

32 Citas (Scopus)

Resumen

We presented in Beltrán and Landim (J Stat Phys 140:1065–1114, 2010) Beltrán and Landim (J Stat Phys 149:598–618, 2012) an approach to derive the metastable behavior of continuous-time Markov chains. We assumed in these articles that the Markov chains visit points in the time scale in which it jumps among the metastable sets. We replace this condition here by assumptions on the mixing times and on the relaxation times of the chains reflected at the boundary of the metastable sets.

Idioma original	Español
Páginas (desde-hasta)	267-307
Número de páginas	41
Publicación	Probability Theory and Related Fields
Volumen	161
Estado	Publicada - 1 feb. 2015

1 Terminado
1 No iniciado

Martingale approach to metastability
Beltran Ramirez, J. V. (Investigador principal)
Proyecto: Investigación
Metastabilidad para procesos de Markov. Límite de escala para grafos aleatorios sobre la esfera.
Beltran Ramirez, J. V. (Investigador principal)
1/01/12 → 1/11/12
Proyecto: Investigación

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title = "A Martingale approach to metastability",

abstract = "We presented in Beltr{\'a}n and Landim (J Stat Phys 140:1065–1114, 2010) Beltr{\'a}n and Landim (J Stat Phys 149:598–618, 2012) an approach to derive the metastable behavior of continuous-time Markov chains. We assumed in these articles that the Markov chains visit points in the time scale in which it jumps among the metastable sets. We replace this condition here by assumptions on the mixing times and on the relaxation times of the chains reflected at the boundary of the metastable sets.",

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AB - We presented in Beltrán and Landim (J Stat Phys 140:1065–1114, 2010) Beltrán and Landim (J Stat Phys 149:598–618, 2012) an approach to derive the metastable behavior of continuous-time Markov chains. We assumed in these articles that the Markov chains visit points in the time scale in which it jumps among the metastable sets. We replace this condition here by assumptions on the mixing times and on the relaxation times of the chains reflected at the boundary of the metastable sets.

M3 - Artículo

VL - 161

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JO - Probability Theory and Related Fields

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ER -

A Martingale approach to metastability

Resumen

Proyectos

Martingale approach to metastability

Metastabilidad para procesos de Markov. Límite de escala para grafos aleatorios sobre la esfera.

Citar esto